Senior Risk Engineer
Capstone Investment Advisors5 hours ago
Responsibilities
- Architect, build, and own production-grade components of the Risk Technology platform.
- Develop cross-asset risk capabilities covering Greeks, sensitivities, stress scenarios, VaR, P&L vectors and attribution, limits, factor analytics, margin, liquidity, and exposure aggregation.
- Partner with Portfolio Managers, Risk Managers, and Quant Research on derivatives, risk, pricing, and portfolio challenges from problem definition through production.
- Build APIs, data pipelines, and interactive decision tools for trade, POD, strategy, and fund-level analysis.
- Translate pricing and risk methodologies into scalable, explainable services with model assumptions, calibration, validation, and controls.
- Develop Risk Intelligence tools incorporating research, risk analytics, and AI to support scenario analysis, exposure analysis, P&L diagnosis, and validated natural-language analytics.
- Engineer and operate resilient risk services integrating positions, market data, reference data, and internal or third-party analytics.
- Contribute to the Risk Technology roadmap, architecture and code reviews, engineering standards, testing, data lineage, operational support, and knowledge sharing.
Requirements
- 7+ years of relevant experience in software engineering, quantitative development, or risk technology within a hedge fund, asset manager, investment bank, or comparable capital-markets environment.
- Meaningful exposure to front-office or market-risk systems and a record of personally building and supporting production-grade risk, pricing, or trading systems.
- Advanced Python, Java, and SQL skills, plus strong proficiency in at least one comparable language.
- Practical experience with APIs, distributed or event-driven architectures, databases, data pipelines, and large-scale processing.
- Strong understanding of derivatives and cross-asset risk analytics, including option pricing, Greeks, scenario analysis, and VaR.
- Strong architecture and engineering judgment focused on maintainability, testability, performance, controls, and operational resilience.
- Ability to assess model outputs, challenge assumptions, and trace discrepancies across data, calibration, methodology, and implementation.
- Experience integrating internal and third-party pricing and risk libraries across asset classes, with attention to data lineage, reconciliation, consistency, and controls.
- Clear communication, technical leadership through ownership and delivery, and effective collaboration with technical and non-technical stakeholders.
- Preferred experience applying machine learning, large language models, agentic tools, or AI-assisted development in controlled production environments.
- Preferred experience with cloud infrastructure, containers, CI/CD, streaming, data lineage, and observability.
- Preferred deep product and risk knowledge in at least one asset class and broad understanding of equities, fixed income, credit, commodities, and FX.
Benefits
- Training and development opportunities.
- Physical, mental, and financial wellness resources.
- Time-off, retirement, and commuter benefits.
- Gym reimbursement and other discounts.
- Annual incentive plan eligibility in addition to base compensation.
About Capstone Investment Advisors
We are a forward-thinking global asset manager, dedicated to exploring alpha opportunities in derivatives and complementary strategies that persist across market cycles. Together with our investors we explore the overlooked to innovate new strategies and solutions in pursuit of differentiated returns and outcomes.