Full-Time
Risk Associate
Global alternative investment management with derivatives focus
Junior, Mid
New York, NY, USA
- 2 - 4 years of relevant applied experience with options & derivatives to be able to add tangible value in expanding our current approaches
- Strong understanding of Option Pricing, Greeks, VaR and Scenario Analysis
- Understanding of PNL drivers of trading books and an ability to communicate and explain the performance
- Good listening skills and an ability to flex style to communicate articulately, concisely and with conviction to a wide range of stakeholders
- High levels of motivation and continually seeking to improve the performance of self and supportive of others to perform
- A collaborative team player, systematic, rigorous with an exceptionally high attention to detail
- Analytical, innovative, and curious about with and extrapolating meaning from data
- Good Python (or similar) programming skills
- Good SQL and data visualization skills desirable
- Support the risk management across a variety of trading desks
- Help develop the risk modelling, pricing, and analytics suite to enable effective decision making by Risk, Portfolio Managers, and the Investment Committee
- Design risk analytics and scenarios to provide insight and aggregation of exposures across desks and funds
- Develop innovative performance analytics solutions to enable effective tracking of performance, alpha and benchmarks
- Closely follow international markets / macro events and communicate associations to PNL & performance
- Develop and monitor the Risk Limit framework & Reporting for each trading desk covered
- Proactively explore and develop new tools & approaches to understanding the risk exposures across books and asset classes
- Work closely with the Risk Technology team to ensure systems are automated, efficient, and accurate
Capstone Investment Advisors stands out as a global leader in alternative investment management, leveraging its deep expertise in derivatives-based strategies and volatility to manage approximately $11.8 billion of AUM. The firm's culture is rooted in strategic insight and advanced technology, fostering an environment that encourages anticipating and harnessing market complexities. Additionally, Capstone's unique approach to problem-solving, drawing parallels from NYPD hostage negotiation tactics, showcases their commitment to diffusing volatile situations, further solidifying their competitive edge in the industry.
Company Stage
N/A
Total Funding
N/A
Headquarters
New York, New York
Founded
2004