Treasury Quant Analyst - Remote & High-Impact Derivatives

Capstone Investment Group; New York (NY); On-site; USD 170,000 - 180,000; Full time

Benefits offered by this job

Training and development

Wellness resources

Time off

Retirement benefits

Commuter benefits

Gym reimbursement

Job summary

Capstone Investment Advisors, LLC seeks an Associate, Treasury Quant in New York, NY to develop internal analytics and reports to monitor counterparty metrics, funding markets, and Treasury Profit and Loss (Pnl).

Requires a Master’s degree or foreign equivalent in Mathematics or a related quantitative field and two years of experience building production-level computational financial models with SQL and Python; pricing derivatives and calibrating valuations using Bloomberg/S&P Global data.

Qualifications

• Master’s degree in Mathematics or related quantitative field.
• Two years of experience building production-level computational financial models.
• Experience pricing derivatives, including European, American, and exotic options.
• Experience with SQL and Python; GitHub version control and automated testing.

Responsibilities

• Develop internal analytics and reports to monitor counterparty metrics, funding markets, and Treasury PnL.
• Design calibration workflows to reconcile internal valuations with market prices.
• Source and process derivatives market data from Bloomberg and S&P Global to calibrate price marks.

Skills

Python

SQL

GitHub

Object-oriented programming

Automated testing

Optimization

Education

Master’s degree in Mathematics or related quantitative field

Tools

Bloomberg

S&P Global

Job description

Capstone Investment Advisors, LLC seeks an Associate, Treasury Quant in New York, NY to develop internal analytics and reports to monitor counterparty metrics, funding markets, and Treasury Profit and Loss (Pnl).

Requires a Master’s degree or foreign equivalent in Mathematics or a related quantitative field and two years of experience building production-level computational financial models with SQL and Python; pricing derivatives and calibrating valuations using Bloomberg/S&P Global data.