VP, Trader - #281

Capstone Investment Advisors LLC is a global asset manager dedicated to exploring alpha opportunities in derivatives and complementary strategies that persist across market cycles. With approximately $12.5 billion of assets under management as of May 1, 2026, and 306 employees, we are headquartered in New York with additional offices worldwide.

We are looking for a Vice President, Trader located in New York, NY to develop quantitative techniques that inform financial decisions.

• Develop quantitative techniques to inform financial decisions.
• Build and back‑test trading algorithms, statistical models, and portfolio strategies.
• Calculate key statistical metrics (expected return, volatility, Sharpe ratio, correlation) to support data‑driven investment decisions.
• Monitor portfolio performance, analyze return attribution, and troubleshoot PnL discrepancies.
• Apply machine learning and optimization algorithms to improve feature selection, model building, portfolio optimization, and strategy performance.
• Design and back‑test systematic strategies across a range of asset classes including USD rates, European rates, mortgage‑backed securities, credit default products, and cross‑currency adjustments.
• Assess dataset relevance through rigorous statistical analysis.
• Utilize programming languages and analytical tools including 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 a related quantitative field (or equivalent).
• Minimum two years of experience building algorithms, back‑testing strategies, and calculating statistical measures for fixed income products, swaps, and interest rate derivatives.
• Experience designing signal generation and back‑testing strategies with Sharpe ratio optimization.
• Proficiency in Python and analytical tools.
• Strong statistical analysis skills and ability to assess dataset relevance and predictive power.
• Ability to work independently and collaboratively within a global team.

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

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.