London

Head of Quantitative Research & Development – Central Quant Group

 

Head of Quantitative Research & Development – Central Quant Group

 

BACKGROUND:

 

 

 

 

 

 

 

 

OVERVIEW:

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 $10.3 billion of AUM and 300 employees (as of 1st April 2024), Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Los Angeles, Hong Kong, Stamford, and Boston. Through strategic insight, market-leading expertise, and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team and industry.

 

As the Head of Quantitative Research & Development at Capstone, you will lead a world class group, supporting our trading teams with challenging and innovative quantitative solutions across a breadth of asset classes and geographies. With a particular focus on options and exotics, you will be instrumental in the growth of a world leading derivatives hedge fund.  Acting as a player/coach, you will contribute directly while also building and developing your team.  Experience in non-linear derivatives, communication skills and management experience are all important in this critical role.  The ideal candidate for this role is self-starting, flexible, intellectually curious and adept at creative problem solving.

 

 

RESPONSIBILITIES:

·         Partnering with quantitative and discretionary trading desks to build tools for quantitative research and back-testing, trade and portfolio analysis, risk management, portfolio optimization, and visualization of large datasets.

·         Oversight of novel quantitative investment research in derivatives

·         Refining and championing automation within our front office teams

·         Working closely with our core technology and pricing teams to design, develop and maintain our real time front office technology platform, CTP.

·         Extensive programming responsibilities (primarily using Python)

 

 

ESSENTIAL SKILLS:

 

·         Highly proficient in Python (preferrable) or a similar mathematical software language (MATLAB, R, Slack)

·         Understanding of non-linear financial instruments (options experience essential)

·         Understanding of statistical modelling, linear algebra, optimization techniques  

·         Experience in C++ or Java beneficial (but not essential)

·         Master’s or PhD Degree in, Statistics, Mathematics, Physics, Computer Science, Engineering or similar numerical field

·         Fluency in English

·         Excellent communication skills and the ability to work with, and inspire, a wide cross section of investment professionals.

 

DESIRABLE

CANDIDATES:

·         Understanding of non-linear financial instruments (options experience essential)

·         Understanding of statistical modelling, linear algebra, optimization techniques  

·         Highly proficient in Python (preferrable) or a similar mathematical software language (MATLAB, R, C++, Java)

·         Experience of mathematical computing techniques

·         Master’s or PhD Degree in, Statistics, Mathematics, Physics, Computer Science or similar numerical field

·         Fluency in English

·         Good written and spoken communication skills

 

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.

Apply.

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