Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure.
Requirements
- C++
- Python
- Java
- Boost
- JavaCPP
- Protobuf
- ZeroC Ice
- REST
- Monte Carlo simulation
- finite difference methods
- backward PDE solvers
- MS SQL Server
- AWS S3
- Cassandra
- Linux
- Jupyter Notebook
- Sklearn
- Scipy
- GIT
Responsibilities
- deliver pricing insights
- validate risk exposures
- enhance real-time risk management infrastructure
- designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis
- utilizing C++, Java, and Python for model development and performance-critical risk management and trading systems
- utilizing open source libraries including Boost, JavaCPP, and Protobuf to develop cross-platform investment research and risk management platforms
- utilizing distributed computing frameworks including ZeroC Ice and REST for scalable system design
Other
- Master’s degree in Finance, or related, or equivalent
- one (1) year of experience
- Telecommuting and/or working from home may be permissible pursuant to company policies.
- Training and development opportunities
- Robust Wellness Resources: Physical, Mental and Financial
