VP, Trader

Capstone Investment Advisors, LLC ("Capstone") is a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies across market cycles.

• Develop quantitative techniques to inform financial decisions.
• Design and backtest systematic strategies with Sharpe ratios to support data‑driven investment decisions.
• Calculate key statistical metrics—including expected return, volatility, Sharpe ratio, and correlation—to support investment decisions.
• Monitor portfolio performance, analyze return attributions, and troubleshoot P&L discrepancies.
• Utilize machine learning and optimization algorithms to enhance feature selection, model building, portfolio optimization, and strategy performance.
• Automate portfolio construction and investment decision‑making across a range of asset classes including USD rates, European rates, mortgage‑backed securities, credit default products, and cross‑currency adjustments.
• Assess dataset relevance and predictive power through rigorous statistical analysis.
• Utilize programming languages and analytical tools, particularly Python, to drive quantitative insights.
• Telecommuting and/or working from home may be permissible pursuant to company policies.

• Master’s degree in Mathematics, Computer Science, or related quantitative field or equivalent.
• At least two (2) years of experience building algorithms, back‑testing strategies, and calculating statistical measures.
• Experience with fixed‑income products, swaps, interest‑rate derivatives, and related financial instruments.
• Strong programming skills in Python and other analytical tools.
• Ability to design, backtest, and automate systematic trading strategies.

The applicable base annual salary range for this role is $150,000–$160,000. The base pay will be determined on factors such as experience, skills, training, location, certifications, education, and any applicable minimum wage requirements. In addition to base compensation, this position may be eligible for performance‑based incentives and an annual incentive plan.

• Training and development opportunities
• Robust wellness resources: physical, mental, and financial
• Time‑off, retirement, and commuter benefits
• Gym reimbursement and other discounts

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.