Sr Quantitative Analyst

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.

• 5+ years of experience with quantitative modeling and pricing of exotic equity products and scripted payoffs (ex. BLAN).

• Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility).

• Experience implementing high-performance Monte Carlo engines for complex path-dependent payoffs and exotic derivatives.

• 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).

• Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.).

• Knowledge of the Vola Dynamics Library (https://voladynamics.com/).

• Programming skills in Java and/or Python.

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.

• 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