Senior Risk Engineer

Enterprise Software Engineer - Greenhouse; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

Capstone Investment Advisors seeks a Senior Risk Engineer to design and build investment-facing risk and decision-support capabilities, staying close to code, data and users from problem definition to production.

You will drive the Risk Technology platform, delivering production-grade components and tools, collaborating with Risk Managers, Portfolio Managers and Quant Researchers to produce timely, actionable risk insights and scalable analytics across multiple asset classes.

Responsibilities

• Architect, build and own production-grade components of Capstone's Risk Technology platform.
• Build and evolve scalable cross-asset risk capabilities spanning Greeks and sensitivities, stress scenarios, VaR, P&L vectors and attribution.
• Partner with Portfolio Managers, Risk Managers and Quant Research to solve complex derivatives, risk and portfolio challenges.
• Build APIs, data pipelines and interactive decision tools for risk analysis and trade decisions.
• Translate pricing and risk methodologies into scalable services with clear model assumptions and controls.
• Advance Capstone's Risk Intelligence strategy by turning risk analytics and AI into actionable investment insight.

Skills

Software engineering

Risk analytics

Portfolio risk

APIs

End-to-end ownership

Job description

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 $12.5 billion of AUM (as of May 1, 2026) and 306 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.

The Team:

Capstone is looking to appoint a Senior Risk Engineer at Senior Vice President level within Risk Technology. This is a hands‑on role combining software engineering, risk and financial markets, with direct exposure to the investment process. You will design and build investment‑facing risk and decision‑support capabilities, remaining close to the code, data and users from initial problem through to production.

This is an opportunity to build the technology behind Capstone's Risk Intelligence strategy - turning complex risk and portfolio data into timely, actionable intelligence. You will develop tools that help Portfolio Managers and Risk Managers understand what changed, what drove it and what action to consider across stress scenarios, risk factors, margin, liquidity and portfolio analytics. The work will directly support sizing, trade expression, hedging, portfolio construction and capital allocation - helping drive better decisions, more efficient capital and more repeatable alpha.

You will work closely with Risk Managers, Portfolio Managers, Quant Research and the wider Technology, Data and AI teams. The role requires deep technical contribution, end‑to‑end ownership and the ability to shape outcomes through strong judgement, delivery and collaboration. It offers broad exposure across strategies and asset classes, together with the opportunity to help shape the next generation of Capstone's Risk Technology platform.

We are building a high‑performing team that values ownership, collaboration and solving difficult problems. We encourage curiosity and new ideas, alongside the discipline and reliability needed to deliver and support critical production systems.

Responsibilities and Impact:

Architect, build and own production‑grade components of Capstone's Risk Technology platform, remaining close to the code, data and users and designing for performance, scalability, reliability and usability.

Build and evolve scalable cross‑asset risk capabilities spanning Greeks and sensitivities, stress scenarios, VaR, P&L vectors and attribution, limits, factor analytics, margin, and exposure aggregation.

Partner directly with Portfolio Managers, Risk Managers and Quant Research to solve complex derivatives, risk and portfolio challenges, taking ideas from problem definition through to production.

Build APIs, data pipelines and interactive decision tools that help users understand what changed, what drove it and what action to consider at trade, POD, strategy and fund level.

Translate pricing and risk methodologies into scalable, explainable services, with clear treatment of model assumptions, calibration, validation and controls.

Advance Capstone's Risk Intelligence strategy by building tools that turn research, risk analytics and AI into practical investment insight - helping Portfolio Managers and Risk Managers analyse scenarios, understand book and factor exposures, diagnose P&L and access validated analytics through natural language.

Engineer and operate resilient risk services, integrating positions, market and reference data, and internal or third‑party analytics, with strong testing, data lineage and end‑to‑end ownership of production issues.

Shape and deliver high‑value components of the Risk Technology roadmap in partnership with Technology, Data and AI teams, using common platforms, standards and engineering.