VP, Trader - #281

Capstone Investment Advisors•New York, NY

2d•$150,000 - $160,000•Hybrid

About The Position

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 $12.5 billion of AUM (as of May 1, 2026) and 304 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

Master’s degree in Mathematics, Computer Science, or related quantitative field or equivalent
Two (2) years of experience building algorithms, back testing strategies, and 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
Designing and backtesting systematic strategies and automating portfolio construction and investment decision-making across range of asset classes including USD rates, European rates, mortgage-backed securities, credit default products, and cross-currency adjustments
Assessing dataset relevance and predictive power through rigorous statistical analysis
Utilizing programming languages and analytical tools including Python to drive quantitative insights

Responsibilities

Develop quantitative techniques to inform financial decisions.
Build algorithms, back test strategies, and calculate statistical measures, fixed income products, swaps and interest rate derivatives.
Design signal and back testing strategies with Sharpe ratios.
Calculate key statistical metrics, including expected return, volatility, Sharpe ratio, and correlation, to support data-driven investment decisions.
Monitor portfolio performance, analyze return attributions, and troubleshoot PnL discrepancies.
Utilize machine learning algorithms and optimization algorithms to enhance feature selection, model building, portfolio optimization, and strategy performance.
Design and backtest systematic strategies and automate portfolio construction and investment decision-making across a range of asset classes including USD rates, European rates, mortgage-backed securities, credit default products, and cross-currency adjustments.
Assess dataset relevance and predictive power through rigorous statistical analysis.
Utilize programming languages and analytical tools including Python to drive quantitative insights.