We see the world differently at Capstone Investment Advisors. You will, too.
Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $14.6 billion of AUM and 315 employees (as of September 1, 2026, Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Tokyo, California, Stamford, Boston, and Milan.
At Capstone, we constantly aim to expand our view of how WE SEE THE WORLD DIFFERENTLY® in order to create opportunity. Our commitment to provoking the evolution of asset management provides us with a perpetual hunger for knowledge that we believe drives the improvement of our particular approach to investment.
We seek to harness the complexities of global derivatives markets with disciplined strategic insight, an experienced, accomplished team and advanced technology to create sustainable value. We’ve created a particular approach to investment that we believe drives continuous improvement and opportunities for our clients, team and industry.
Overview :
Capstone’s Financial Engineering team builds the investment-facing pricing layer of our platform — turning research into production-grade analytics that power idea-toexecution with speed, accuracy, and scale. We’re seeking a hands-on engineer who loves markets and systems. You’ll partner with PMs, Risk, and Technology to design resilient pricing services, productionize models, and expand modeling coverage for our volatility strategies. This role offers high ownership, direct business impact, and deep exposure to the modeling backbone of our strategies.
Responsibilities and Impact:
5+ years building quantitative libraries and implementing/integrating pricing and risk models into production systems.
Proven ability to integrate and optimize vendor pricing/analytics libraries, delivering robust, scalable production services.
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.).
Our future colleague has these skills:
Bachelors, Masters, or PhD in STEM or similar subject.
Direct experience working with 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).
Do you possess these Bonus Skills:
Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility)
Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.).
Experience integrating and optimizing vendor pricing/analytics libraries to deliver robust, scalable production services.
Hands-on ownership of vendor model configuration, calibration workflows, and version governance to ensure accuracy, performance, and reproducibility across environments.
Built adapters and validation harnesses around third party libraries to align
analytics (PV/Greeks/scenarios) with internal standards and risk controls.
Benefits and Compensation Information:
Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues.
Some benefits included in this role are:
Training and development opportunities
Robust Wellness Resources: Physical, Mental and Financial
Time-Off, Retirement and Commuter Benefits
Gym Reimbursement and other Discounts
The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined…