We see the world differently at Capstone Investment Advisors. You will, too.
Capstone is one of the world’s leading asset management firms in derivatives and complementary strategies. With approximately $10.4 billion of AUM and over 300 employees (as of June 1, 2024), Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Milan, Los Angeles, Hong Kong, Stamford, and Boston.
For over 20 years, across market cycles, we have identified anomalies, tracked dislocations, and capitalized on opportunities to deliver for our investors. Our approach is built on a different way of investing, working together to innovate new strategies and solutions. Together, we explore the overlooked in the pursuit of lasting results for our clients.
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.
Responsibilities and Impact:
This role is part of the firm’s financial engineer’s cross-asset team, the role is to become one of its fixed income specialists. The team works closely with many of our trading desks and risk teams to develop and enhance the modelling and analytics library that is used to derive Risk and PnL metrics for fixed income assets across the firm. Build, maintain and enhance robust high impact Risk and PnL systems to ensure high performance, reliability and scalability. Collaborate with other highly skilled engineers across the technology team and the firm daily to solve complex technical challenges and build state-of-the-art systems. Our future colleague has these skills:
Substantial experience in rates space:
Yield curve modelling, parameterization, linear swap pricing/risk. Inflation modelling and swap/linker pricing. Vanilla swaptions, SABR, YCSO, mid-curve swaptions, CMS, Bermudans. Listed rates futures and options. Bond/Repo Pricing. MBS modelling and integration into OTC risk. Risk based PnL across Fixed Income assets.
Experienced in C++ and Python. Desire to work on all levels of the rates stack (from pre-trade to core analytics). Benefits and Compensation Information:
Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives. Some benefits included in this role are: Training and development opportunities. Robust Wellness Resources: Physical, Mental and Financial. Time-Off, Retirement and Commuter Benefits. Gym Reimbursement and other Discounts. Equal Opportunity Employer:
Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status. Interested in building your career at Capstone Investment Advisors? Get future opportunities sent straight to your email.
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This role is part of the firm’s financial engineer’s cross-asset team, the role is to become one of its fixed income specialists. The team works closely with many of our trading desks and risk teams to develop and enhance the modelling and analytics library that is used to derive Risk and PnL metrics for fixed income assets across the firm. Build, maintain and enhance robust high impact Risk and PnL systems to ensure high performance, reliability and scalability. Collaborate with other highly skilled engineers across the technology team and the firm daily to solve complex technical challenges and build state-of-the-art systems. Our future colleague has these skills:
Substantial experience in rates space:
Yield curve modelling, parameterization, linear swap pricing/risk. Inflation modelling and swap/linker pricing. Vanilla swaptions, SABR, YCSO, mid-curve swaptions, CMS, Bermudans. Listed rates futures and options. Bond/Repo Pricing. MBS modelling and integration into OTC risk. Risk based PnL across Fixed Income assets.
Experienced in C++ and Python. Desire to work on all levels of the rates stack (from pre-trade to core analytics). Benefits and Compensation Information:
Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives. Some benefits included in this role are: Training and development opportunities. Robust Wellness Resources: Physical, Mental and Financial. Time-Off, Retirement and Commuter Benefits. Gym Reimbursement and other Discounts. Equal Opportunity Employer:
Capstone is committed to creating an inclusive environment where we welcome people of different backgrounds. Capstone considers applications for employment without regard to all applicable protected characteristics, including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status. Interested in building your career at Capstone Investment Advisors? Get future opportunities sent straight to your email.
#J-18808-Ljbffr
