Capstone Investment Advisors, LLC seeks an Associate, Trader in New York, NY to develop quantitative techniques to inform financial decisions.
Requirements
- building algorithms
- back testing strategies
- calculating statistical measures fixed income products, swaps and interest rate derivatives
- designing signal and back testing strategies with Sharpe ratios
- calculating key statistical metrics, including expected return, volatility, Sharpe ratio, and correlation, to support data-driven investment decisions
- utilizing machine learning algorithms and optimization algorithms to enhance feature selection, model building, portfolio optimization, and strategy performance
- utilizing programming languages and analytical tools including Python to drive quantitative insights
Responsibilities
- building algorithms
- back testing strategies
- calculating statistical measures fixed income products, swaps and interest rate derivatives
- designing signal and back testing strategies with Sharpe ratios
- calculating key statistical metrics, including expected return, volatility, Sharpe ratio, and correlation, to support data-driven investment decisions
- monitoring portfolio performance, analyzing return attributions, and troubleshooting PnL discrepancies
- utilizing machine learning algorithms and optimization algorithms to enhance feature selection, model building, portfolio optimization, and strategy performance
Other
- Requires a Master’s degree in Mathematics, Computer Science, or related quantitative field or equivalent and two (2) years 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
- Time-Off, Retirement and Commuter Benefits
