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← Capstone Investment Advisors

Sr Quantitative Analyst

Capstone Investment Advisors
Location
London, England
Posted
5 days ago
Department
Tech - Quant
What they actually want (must-haves)
  • 5+ years of experience with quantitative modeling and pricing of exotic equity products
  • Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility)
  • Experience implementing high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives
  • Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript)
  • Bachelors, Masters, or PhD in STEM or similar subject
  • Direct experience working with equity trading desks
Nice to have
  • Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds)
  • Knowledge of the Vola Dynamics Library
  • Programming skills in Java and/or Python
What the job really is

As a Sr Quantitative Analyst at Capstone Investment Advisors, you will focus on quantitative modeling and pricing of exotic equity products, utilizing various volatility models and implementing high-performance Monte Carlo engines for complex derivatives. You will collaborate with equity trading desks, applying your strong programming skills in C++ and another modern language to analyze data and communicate findings effectively.

Benefits
  • Training and development opportunities
  • Robust Wellness Resources: Physical, Mental and Financial
  • Time-Off, Retirement and Commuter Benefits
  • Gym Reimbursement and other Discounts
Things to weigh
  • No specific salary listed, only that it will be determined based on various factors
  • The role requires strong programming skills, which may be a barrier for candidates without a technical background
  • Focus on exotic equity products may limit exposure to other asset classes unless additional skills are developed
Job score3/5
Benefits2/5
Freshness5/5
Career value4/5
Role clarity4/5
Pay transparency0/5

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