Capstone Investment Advisors · 14 hours ago
Quantitative Analyst
New York, NY
Full-time
Hybrid
Senior Level
$160K/yr - $200K/yr
5+ years expCapstone Investment Advisors is a global asset manager dedicated to exploring alpha opportunities in derivatives. The Quantitative Analyst will be responsible for quantitative modeling and pricing of equity flow derivative products, implementing volatility models, and collaborating with trading desks.
ConsultingFinancial ServicesVenture Capital
Responsibilities
5+ years of experience with quantitative modeling and pricing of equity flow derivative products
Experience implementing and calibrating volatility models using numerical optimization and market data fitting techniques
Ability to communicate efficiently and concisely in writing and verbally
Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc)
Qualification
Required
5+ years of experience with quantitative modeling and pricing of equity flow derivative products
Experience implementing and calibrating volatility models using numerical optimization and market data fitting techniques
Ability to communicate efficiently and concisely in writing and verbally
Strong programming skills in C++ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.)
Bachelors, Masters, or PhD in STEM or similar subject
Direct experience working with equity trading desks
Strong analytical and problem-solving skills
Strong quantitative skills and experience in statistical analysis
Collaborative team player with strong verbal communication skills
Experience in the financial industry (buy or sell side)
Preferred
Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.)
Knowledge of the Vola Dynamics Library (https://voladynamics.com/)
Experience with quantitative modeling and pricing of equity exotic products and scripted payoffs (ex. BLAN)
Benefits
Training and development opportunities
Robust Wellness Resources: Physical, Mental and Financial
Time-Off, Retirement and Commuter Benefits
Gym Reimbursement and other Discounts
Company
Capstone Investment Advisors
Capstone Investment Advisors is a financial services firm operating in New York and London.
201-500 employees
H1B Sponsorship
Capstone Investment Advisors has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (20)
2024 (8)
2023 (9)
2022 (7)
2021 (7)
2020 (2)
Funding
Current Stage
Growth StageLeadership Team
Paul Britton
Founder & CEO
Joe Lucas
Partner & Pres/ COO
Recent News
2025-06-27
MarketScreener
2025-06-22
Portfolio Adviser
2025-03-20
Company data provided by crunchbase