RESPONSIBILITIES:

• Build and improve all aspects of Solutions quantitative platform, which includes portfolio analysis, risk simulation, portfolio optimization, research and back testing framework, reporting, and dashboards
• Build and increase automation of the portfolio management and research process
• Quantitative research on problems arising from our investment decision making, pricing and modelling, and analysis for our clients
• Develop and maintain the technology infrastructure built for our unique Solutions business. Resolve any platform related issues and handle the release of code fixes and enhancements
• Close interaction with PMs, structurers and other teams in a transparent environment, engaging with the whole investment process
• Collaboration with wider quant group, and act as an integral part of the quantitative platform research and development for the whole firm

BASE SALARY RANGE

$150,000 - $180,000 USD (depending on experience)

REQUIREMENTS:

• 1-3 years of experience in a hedge fund / financial institution with a similar role
• Degree with high mathematical and computing content from a leading university
• Deep understanding of algorithm design and software development. Proficient in Python (C++ a plus)
• Analytical approach to problem solving. Be able to demonstrate the ability to apply mathematical thinking to real world problems
• Experience working with Derivatives (cross asset classes)
• Clear and structured communication
• Team player. Be able to contribute to building a collaborative and transparent team environment

 

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.