Quantitative Analyst: Derivatives & Equity Flow Modeling

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

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.