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Head of Quantitative Research & Development – Central Quant Group

Applications are closed

  • Job
    Full-time
    Expert Level
  • Research & Development
    Software Engineering
  • London

Requirements

  • Highly proficient in Python (preferrable) or a similar mathematical software language (MATLAB, R, Slack)
  • Understanding of non-linear financial instruments (options experience essential)
  • Understanding of statistical modelling, linear algebra, optimization techniques
  • Experience in C++ or Java beneficial (but not essential)
  • Master’s or PhD Degree in, Statistics, Mathematics, Physics, Computer Science, Engineering or similar numerical field
  • Fluency in English
  • Excellent communication skills and the ability to work with, and inspire, a wide cross section of investment professionals.
  • Desirable Candidates:
  • Understanding of non-linear financial instruments (options experience essential)
  • Understanding of statistical modelling, linear algebra, optimization techniques
  • Highly proficient in Python (preferrable) or a similar mathematical software language (MATLAB, R, C++, Java)
  • Experience of mathematical computing techniques
  • Master’s or PhD Degree in, Statistics, Mathematics, Physics, Computer Science or similar numerical field
  • Fluency in English
  • Good written and spoken communication skills

Responsibilities

  • Partnering with quantitative and discretionary trading desks to build tools for quantitative research and back-testing, trade and portfolio analysis, risk management, portfolio optimization, and visualization of large datasets.
  • Oversight of novel quantitative investment research in derivatives
  • Refining and championing automation within our front office teams
  • Working closely with our core technology and pricing teams to design, develop and maintain our real time front office technology platform, CTP.
  • Extensive programming responsibilities (primarily using Python)

FAQs

What are the main responsibilities of the Head of Quantitative Research & Development at Capstone?

The main responsibilities include leading a team to provide quantitative solutions for trading teams across various asset classes and geographies, with a focus on options and exotics. The role also involves contributing directly to projects, building and developing the team, and managing communication with stakeholders.

What skills and experience are required for the role of Head of Quantitative Research & Development at Capstone?

The ideal candidate should have experience in non-linear derivatives, strong communication skills, and previous management experience. They should also be self-starting, flexible, intellectually curious, and have a talent for creative problem solving.

What is the importance of the Head of Quantitative Research & Development in the growth of a derivatives hedge fund like Capstone?

The Head of Quantitative Research & Development plays a crucial role in providing innovative solutions for trading teams and driving the growth of the derivatives hedge fund. Their expertise in non-linear derivatives and ability to lead a team in developing quantitative strategies are instrumental in maintaining a competitive edge in the market.

We see the world differently. Capstone is a global, alternative investment management firm.

Finance
Industry
51-200
Employees
2007
Founded Year

Mission & Purpose

Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies with a deep understanding of volatility. With approximately $9.4 billion of AUM and 262 employees (as of March 1, 2023), Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Hong Kong, Los Angeles, Stamford, and Boston. Through strategic insight, market-leading expertise and advanced technology, we seek to anticipate and harness the complexities of world markets, creating unique opportunities for our clients, team and industry.

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