A message from our CEO: COVID-19 update

To our clients and partners.

Our thoughts are with you all during these challenging times.

Since the onset of this pandemic we have prioritized our commitment to our team’s health and safety. We were prepared for remote operations long before mandates for social distancing were implemented.

Progressive transparency is a key value to us at Capstone. Employing it with discipline through these uncertain times has enabled us to adapt proactively to evolving health and safety challenges, keeping our operations uninterrupted and our investment strategies agile, while we continue to deliver exceptional client service.

I am proud of each and every member of our team and continue to support them in their commitment to their families, communities and our clients and partners through the ongoing social and economic impacts of this unsettling time.

Please take care of yourselves.

Paul Britton

New York

Risk Analyst


Key Responsibilities: 

  • Report to the Chief Risk Officer to enhance and develop the Firm’s global risk management platform.
  • Assist Risk Managers to Identify, evaluate and manage the risks of trading strategies across multiple asset classes including equity indices, single name equities, corporate bonds, fixed income and FX.
  • Assist in the enhancement and support of existing risk systems and applications (Valuation, Risk, Pnl Predict, Pnl Explain, Scenario Analysis).
  • Modeling of data structures and processes for equities, fixed income, FX, credit, rates, volatility and exotic products.
  • Support, create, maintain and improve the Firm’s month end and quarter end reporting.
  • Build tools to extract data from the Firm's source operational systems, transforming and loading into the risk platform and ensure consistency and accuracy of risk data.
  • Investigate and resolve production issues in a timely manner.
  • Work with senior developers to Integrate firm’s portfolio management system with third party risk vendors for prices, valuations, positions and risk measures
  • Monitor intraday and overnight market risks.
  • Additional duties as assigned

Desirable Candidates:

  • Bachelor’s Degree or further degree in Computer Science, Mathematics, Statistics, Financial Engineering, Quantitative Finance or other quantitative subject.
  • Familiar with Black-Scholes framework, portfolio management and risk decomposition.
  • Strong interests in derivative products and derivative trading strategies.
  • 2+ years of experience supporting a risk group at a bank or a trading firm.
  • Attention to detail and strong programming, technical, and analytical skills.
  • Experience in writing Python, SQL and VBA programming languages.
  • Experience in collaborating development projects through Github, GitLab or Gitea.
  • Solid understanding of Relational Databases, with strong T-SQL skills using SQL Server.
  • Excel/VBA and Tableau experience would be useful.


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