full-time
Sr Quantitative Analyst
Capstone Investment Advisors
- Employer
- Capstone Investment Advisors
- Location
- London
- Working pattern
- on-site
About the role
The role involves quantitative modeling and pricing of exotic equity products and scripted payoffs. You will also be responsible for implementing high-performance Monte Carlo engines for complex derivatives. Candidates must have 5+ years of experience in quantitative modeling and strong programming skills in C++ and at least one other modern language. A degree in a STEM field is required, along with direct experience working with equity trading desks.