Quantitative Analyst

Capstoneinvestmentadvisors; New York (NY); On-site; USD 160,000 - 200,000; Full time

Benefits offered by this job

Training and development opportunities

Robust Wellness Resources: Physical, Mental and Financial

Time-Off, Retirement and Commuter Benefits

Gym Reimbursement and other Discounts

Job summary

Capstone Investment Advisors in New York is looking for a candidate with strong quantitative modeling and programming skills primarily in C++. The successful applicant will join a team dedicated to pricing equity derivatives and calibrating models.

You will collaborate closely with equity trading desks, utilize your analytical problem-solving ability, and contribute to a diverse and inclusive workplace culture. A competitive salary range of $160,000 to $200,000 is offered, alongside training and robust wellness resources.

Qualifications

• 3+ years of experience in quantitative modeling and pricing of equity flow derivatives.
• Experience with volatility models and numerical optimization.
• Strong programming skills in C++ and at least one other programming language.

Responsibilities

• Price and model equity flow derivative products.
• Implement and calibrate volatility models.
• Communicate findings efficiently.

Skills

Quantitative modeling

C++ programming

Statistical analysis

Communication

Education

Bachelor's, Master's, or PhD in STEM or similar

Tools

Vola Dynamics Library

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.

Responsibilities and Impact

• 3+ years of experience with quantitative modeling and pricing of equity flow derivative products.
• Experience implementing and calibrating volatility models using numerical optimization and market data fitting techniques.
• 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.).

Our future colleague has these skills

• 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).

Bonus Skills

• Knowledge of the Vola Dynamics Library https://voladynamics.com/
• Experience with additional asset classes beyond equities (rates, credit, FX, commodities, etc.).

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.

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

The applicable base salary range for this role is $160,000 - $200,000 USD. 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.

Capstone’s Commitment

At Capstone, we value a diverse, equitable, and inclusive workplace where all employees feel appreciated and respected. Our commitment to a nondiscriminatory approach extends equal opportunities for employment and advancement across our programs, departments, and locations. We actively seek and appreciate a variety of life experiences and heritages and advocate for the amplification of all voices.

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.