Capstone Investment Advisors, LLC is a multi-asset volatility manager. Capstone seeks to capitalize on perceived inefficiencies in the pricing of volatility in target derivative markets. Through offices in New York, Los Angeles, London, and Amsterdam, we trade globally across equities, fixed income, foreign exchange, and commodities.
Capstone is currently looking for a Senior Risk Manager to be a part of the Risk
Management Team. Our risk managers operate closely with our
trading and technology teams in order to drive risk management and risk analytics across the firm. We are looking for someone with risk and markets expertise who will at the same time
provide critical thinking, taking a quantitative and proactive hands-on approach to the role.
- 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
- Work to ensure that the reported risks are correct and properly measured
- Monitor intraday and overnight market risks
- Communicate with portfolio managers, challenging assumptions and appropriate levels of risk as well as work collegially towards solutions for improved risk management.
- Candidate must have the ability to discuss products and their risks and build tools to analyze risk at the portfolio and individual trade levels.
- Review and validate assumptions in pricing models and analyze the impact of model changes.
- Candidate will also be expected to be proactive in the development of risk tools by working with the technology team.
- Contribute to the development of metrics used for risk factor identification and stress-testing processes.
- Ensure limits are properly set with respect to risk-taking and risk allocation.
- The candidate will attend Capstone’s Investment Committee meetings and is expected to contribute independent assessments of the portfolios, helping senior management in their decision-making process.
- Review new business proposals, set limits and ensure risks can be fully captured within the firm’s systems.
- 10+ years of relevant work experience in the markets with 5+ years of experience in risk management.
- An advanced degree in a quantitative field (Math, Science, Engineering or Finance).
- Experience in the options and/or corporate bond markets with good quantitative knowledge of the markets, products, models and risk.
- Deep level of experience with options and their risks is vital.
- Experience with portfolio risk measurement techniques including VAR and stress testing.
- Proactively seeks to improve risk management processes and implement solutions, raising quality and productivity.
- Able to forge strong relationship across multiple levels of the organization.
- Must be courageous and willing to challenge as needed.
- Very high analytical aptitude, as evidenced by educational credentials and/or work experience
- Excellent written and verbal communication skills with the ability to present complex operational information in a clear and concise manner to a variety of audiences.
- Ability to set and manage priorities by being forward-thinking, a proven leader and communicator.