London

Capstone is looking for a candidate with 6+ years hands-on experience in a front office investment research role to head-up our team of central quant researchers.  Formed in early 2022, Capstone’s fast growing quantitative investment business is responsible for systematic trading strategies across multiple asset-classes and also for working with the firm’s discretionary desks to develop world class investment strategies using sophisticated derivatives.  The central research team works closely with both systematic and discretionary teams across the firm on a wide range of projects including data analysis, alpha generation, backtesting, pricing, monte carlo, portfolio construction and risk management.  Acting as a player/coach, you will contribute directly to research while also building and developing your team.  Experience in non-linear derivatives, communication skills and some 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:

• Player / coach – building and developing a strong team
• Conduct cutting edge quantitative investment research
• Improve portfolio construction and analysis across a wide range of portfolios
• Deep data analysis
• Extensive programming responsibilities (primarily using Python)

 

DESIRABLE CANDIDATES:

• Understanding of non-linear financial instruments (options experience essential)
• Understanding of statistical modelling, linear algebra, optimization techniques
• Highly proficient in Python (preferable) or a similar mathematical software language (MATLAB, R, etc)
• 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.