Risk Developer
Posted on 7/19/2023
INACTIVE
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.
Locations
London, UK
Experience Level
Entry
Junior
Mid
Senior
Expert
Desired Skills
Data Analysis
Java
C/C++
SQL
Python
CategoriesNew
AI & Machine Learning
Software Engineering
Requirements
- Bachelors or Master's degree in Computer Science, Mathematics, Statistics or related field
- 2 - 8 years of experience in software development within a hedge fund, investment bank or other financial institution
- Strong programming skills in languages such as Python, C++, and Java, and experience with SQL and database management systems
- Strong analytical and quantitative skills, and experience in statistical analysis, data modeling or machine learning desirable
- 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
Responsibilities
- Develop and maintain the risk modelling, pricing, and analytics suite to enable effective decision making by Risk, Portfolio Managers, and the Investment Committee
- Assist Risk Managers to identify, evaluate and manage the risks of trading strategies across multiple asset classes including Equities, Fixed Income, Credit and FX
- Implement and maintain risk models and perform back-testing and stress testing to ensure the accuracy and effectiveness of risk management & trading strategies
- Proactively explore and develop new tools & approaches to understanding the data and analytics across the differing asset classes