Treasury Quant Associate: Remote Analytics & Valuation

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

Benefits offered by this job

Training opportunities

Wellness resources

Time-off benefits

Gym reimbursement

Job summary

Capstone Investment Advisors in New York, NY seeks an Associate, Treasury Quant to develop analytics monitoring counterparty metrics, funding markets, and Treasury PnL. The role requires a Master’s in Mathematics or related quantitative field and 2 years of experience building production-level financial models, including pricing methodologies for derivatives.

The candidate will source market data, calibrate valuations, and design workflows to validate pricing inputs, with telecommuting possible

Qualifications

• Master's degree in Mathematics or related quantitative field.
• 2+ years of experience building production-level financial models.
• Experience valuing derivatives and calibrating pricing inputs.

Responsibilities

• Develop internal analytics and reports for counterparty metrics and funding markets.
• Build production-level pricing and PnL models for derivatives portfolios.
• Design calibration workflows and process market data for valuations.
• Collaborate with teams to ensure auditable, validated pricing inputs.

Skills

SQL

Python

Object-oriented programming

GitHub

Automated testing

Derivatives pricing

Pricing models

Linear programming

Least-squares optimization

Data processing

Bloomberg

S&P Global

Education

Master's degree in Mathematics or related quantitative field

Job description

Capstone Investment Advisors in New York, NY seeks an Associate, Treasury Quant to develop analytics monitoring counterparty metrics, funding markets, and Treasury PnL. The role requires a Master’s in Mathematics or related quantitative field and 2 years of experience building production-level financial models, including pricing methodologies for derivatives.

The candidate will source market data, calibrate valuations, and design workflows to validate pricing inputs, with telecommuting possible