Associate, Trader

Capstone Investment Advisors, LLC seeks an Associate, 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. Salary range: $150,000.00 – $160,000.00/year. Apply at https://www.capstoneco.com/careers/ and search using “Associate, Trader - #244”.