Associate, Quantitative Developer

Associate, Quantitative Developer - #247 role at Capstone Investment Advisors

Capstone Investment Advisors, LLC is a global asset manager focused on alpha opportunities in derivatives and related strategies. With approximately $11.0 billion of AUM (as of July 1, 2025) and 326 employees, Capstone is headquartered in New York with additional offices worldwide. Capstone seeks to deliver collaborative performance through access to senior leadership and opportunities to experiment and innovate.

Overview

Capstone Investment Advisors, LLC seeks an Associate, Quantitative Developer in New York, NY to deliver pricing insights, validate risk exposures, and enhance real-time risk management infrastructure. This role requires a Master’s degree in Finance, or related field, or equivalent experience, and one year of relevant experience in designing and maintaining C++ and Python-based analytical libraries for structured products valuation and risk analysis.

Responsibilities

• Design and maintain C++/Python-based analytical libraries for structured products valuation and risk analysis.
• Develop model components using C++, Java, and Python for risk management and trading systems.
• Utilize open source libraries (Boost, JavaCPP, Protobuf) to build cross‑platform investment research and risk management platforms.
• Leverage distributed computing frameworks (ZeroC Ice, REST) for scalable system design.
• Apply numerical methods (Monte Carlo, finite difference, backward PDE solvers) for valuation and risk measures.
• Design and maintain data storage/processing systems (MS SQL Server, AWS S3, Cassandra).
• Provide infrastructure for coding, monetization, and evaluation of live trading strategies.
• Work with Linux, Jupyter Notebook, sklearn, scipy, ZeroC Ice, and Git for optimization, parallelization, and version control.
• Telecommuting and/or working from home may be permissible pursuant to company policies.

Benefits & Compensation

• Training and development opportunities
• Wellness resources (physical, mental, financial)
• Time off, retirement, and commuter benefits
• Gym reimbursement and other discounts

The applicable base salary range for this role is $165,000- $175,000 . Base pay is determined by experience, skills, training, location, certifications, education, and applicable wage requirements. This role may be eligible for performance-based incentives and an annual incentive plan.

To learn more about being part of the Capstone team, visit Careers - Capstone (capstoneco.com).

Capstone’s Commitment

Capstone is committed to an inclusive workplace and equal opportunity for employment and advancement across programs, departments, and locations. We seek diverse perspectives and experiences and value collaboration, innovation, trust, and discipline.

Equal Opportunity Employer

Capstone considers applications for employment without regard to protected characteristics including race, color, religion, ethnicity, national origin, gender, sexual orientation, gender identity or expression, age, parental status, veteran status, or disability status.

Equality and Culture

Capstone emphasizes experimentation, collaboration, trust, and discipline. We encourage fresh ideas, teamwork, and high standards to help you grow professionally and make an impact.

Additional information

Location: New York, NY | Job function: Design and Engineering | Seniority: Not Applicable | Employment type: Full-time | Industries: Software Development, Technology, IT Services and IT Consulting

Note: This listing may include related roles and postings for visibility; referrals may increase interview chances.

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Disclaimers

This description does not constitute a contract and Capstone reserves the right to modify responsibilities and requirements at any time.