Senior Quantitative Analyst, Exotics Pricing at Capstone Investment Advisors

Capstone is seeking a Senior Quantitative Analyst, Exotics Pricing to join their tech development organization in London. The role involves developing new pricing models, supporting investment strategies and partnering with investment and structuring teams. The ideal candidate should have exceptional problem-solving skills, a collaborative mentality, and the ability to bring innovative ideas to life. This position offers great exposure to the front office and investment teams.

Responsibilities:

• Experience with exotic equity products and scripted payoffs (e.g., BLAN).
• Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility).
• Understanding of Monte-Carlo simulations.
• Ability to communicate efficiently and concisely in writing and verbally.
• Programming skills in at least one language, preferably C++.

Requirements:

• Bachelors, Masters, or PhD in STEM or similar subject.
• Direct experience working with equities.
• Strong analytical and problem-solving skills.
• Strong quantitative skills and experience in statistical analysis.
• Collaborative team player with strong verbal communication skills.
• 8+ years working experience in the financial industry (buy or sell side).

The role offers:

• Exposure to the front office and investment teams.