Sr. Quant Developer

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 on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives.

Capstone’s Commitment

At Capstone, we value a diverse, equitable, and inclusive workplace where all employees feel appreciated and respected. Our commitment to a nondiscriminatory approach extends equal opportunities for employment and advancement across our programs, departments, and locations. We actively seek and appreciate a variety of life experiences and heritages and advocate for the amplification of all voices.

At Capstone, we're all about creating a workplace where you can thrive and make a real impact. We value innovation, teamwork, trust, and discipline, and we know you do too.

Experimentation: We love fresh ideas and encourage you to try new things. Here, you’ll have the freedom to innovate and help shape our strategies.

Collaboration: We’re big on teamwork. You'll join a supportive community where everyone’s input matters, and we learn from each other every day.

Trust: We believe in building strong, honest relationships. You'll be part of an environment where your contributions are respected and integrity is key.

Discipline: In our fast-paced world, staying focused is crucial. We commit to high standards and a disciplined approach, helping you grow both personally and professionally.

Be part of a team that values your creativity and dedication. Together, let's push boundaries and achieve great things.

Equal Opportunity Employer:

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.

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

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