Responsibilities and Impact:Capstone Investment Advisors, LLC seeks a Vice President, Trader in New York, NY to develop quantitative techniques to inform financial decisions. Requires a Master's degree in Mathematics, Computer Science, or related quantitative field or equivalent and two (2) years of experience building algorithms, back testing strategies, and calculating statistical measures, fixed income products, swaps and interest rate derivatives; designing signal and back testing strategies with Sharpe ratios; calculating key statistical metrics, including expected return, volatility, Sharpe ratio, and correlation, to support data-driven investment decisions; monitoring portfolio performance, analyzing return attributions, and troubleshooting PnL discrepancies; utilizing machine learning algorithms and optimization algorithms to enhance feature selection, model building, portfolio optimization, and strategy performance; designing and backtesting systematic strategies and automating portfolio construction and investment decision-making across range of asset classes including USD rates, European rates, mortgage-backed securities, credit default products, and cross-currency adjustments; assessing dataset relevance and predictive power through rigorous statistical analysis; and utilizing programming languages and analytical tools including Python to drive quantitative insights. Telecommuting and/or working from home may be permissible pursuant to company policies
Benefits & Compensation Information:Our team is our most important asset and investment. We value and respect our colleagues and their well-being inside and outside the workplace and our culture reflects this. We offer a robust and competitive benefits program to ensure the well-being of our colleagues.
Some benefits included in this role are:
- Training and development opportunities
- Robust Wellness Resources: Physical, Mental and Financial
- Time-Off, Retirement and Commuter Benefits
- Gym Reimbursement and other Discounts
The applicable base salary range for this role is $150,000-$160,000. The base pay offered will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. Decisions will be determined on a case-by-case basis. In addition to the base salary, this position may be eligible for performance-based incentives.
In addition to base compensation, this role is eligible for an annual incentive plan. To learn even more about being part of the team, visit us online: Careers - Capstone (capstoneco.com)
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