Quantitative Analyst

Capstone Investment Advisors•New York, NY

6d•$160,000 - $200,000

About The Position

We see the world differently at Capstone Investment Advisors. You will, too. Capstone Investment Advisors, LLC (“Capstone”) is a global asset manager, dedicated to exploring alpha opportunities in derivatives and complementary strategies that persist across market cycles. With approximately $11.8 billion of AUM (as of November 1, 2025) and 326 employees, Capstone is headquartered in New York with offices in London, Amsterdam, Stamford, Los Angeles, Boston, Tokyo, Milan, Texas, and Maryland. Since 2004, through strategic insight, market-leading expertise, and advanced technology, we have sought to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team, and industry. With our sophisticated, global client base, we recognize that our success is deeply connected to real people. For that reason, we take a human approach to everything we do, focusing largely on collaborative performance. Our workflow and process are built around the belief that by sharing ideas, we achieve greater outcomes. This gives you greater access to resources, direct exposure to senior leadership, and new opportunities to experiment and innovate.

Requirements

Bachelors, Masters, or PhD in STEM or similar subject.
Direct experience working with equity trading desks.
Strong analytical and problem-solving skills.
Strong quantitative skills and experience in statistical analysis.
Collaborative team player with strong verbal communication skills.
Experience in the financial industry (buy or sell side).

Nice To Haves

Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.).
Knowledge of the Vola Dynamics Library (https://voladynamics.com/).
Programming skills in Java and\or Python.

Responsibilities

5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs (ex. BLAN).
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.
Ability to communicate efficiently and concisely in writing and verbally.
Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.).