London

Senior Quantitative Researcher – Portfolio Strategy Group

Capstone is looking for a candidate with 6+ years hands-on experience in a front office investment role to help build out our newly formed portfolio strategy group (PSG).  Supporting both our PMs and our management team, PSG will act as the primary source of quantitative portfolio research, analytics and best practice for CGM, our multi-strategy fund.  Acting as a player/coach, you will contribute directly to research while also building and developing your team.  Strong 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:

  • Supporting both our individual PM teams and our management team to build cutting edge portfolios
  • Portfolio construction and analysis across a wide range of investment styles and asset classes
  • Research into optimal allocations and hedging solutions
  • Quantitative assessment and benchmarking of potential additions to the fund
  • Player / coach – building and developing a strong team
  • Extensive programming responsibilities (primarily using Python)
  • Collaboration with our central quant research team
  •  

DESIRABLE CANDIDATES:

  • Understanding of, and interest in, financial markets
  • Experience with portfolio construction and allocations across multiple-asset classes
  • Understanding of non-linear financial instruments (options) preferred
  • Highly proficient in Python (preferrable) 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

Apply.

Disclaimer: This website is for informational purposes only and should not be construed as legal, tax, investment or other advice. It does not constitute an offer to sell, or the solicitation of an offer to buy, any product, security or service. Any such offer or solicitation will only be made to qualified offerees.

Unless otherwise indicated, the information contained herein is current as of the date indicated on the Website. The information herein is believed to be reliable and has been obtained from sources believed to be reliable, but no representation or warranty is made, expressed or implied, with respect to the fairness, correctness, accuracy, reasonableness or completeness of the information and opinions contained within this Website. Additionally, there is no obligation to update, modify or amend this communication or to otherwise notify a reader in the event that any matter stated herein, or any opinion, projection, forecast or estimate set forth herein, changes or subsequently becomes inaccurate.