Risk Associate
Posted on 3/3/2023

201-500 employees

Investment management firm
Company Overview
Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a focus on volatility.
New York, NY, USA
Experience Level
Desired Skills
Data Analysis
Quantitative Finance
  • 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