Risk Engineer
Capstone Investment Advisors5 hours ago
Base Salary
$160k - $190k/yr
Responsibilities
- Build and enhance production-grade components of the Risk Technology platform with a focus on performance, reliability, scalability, and usability.
- Develop cross-asset capabilities for Greeks and 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 to translate investment and risk problems into technical solutions.
- Build APIs, data pipelines, resilient risk services, and interactive decision-support tools using positions, market data, reference data, and internal or third-party analytics.
- Translate pricing and risk methodologies into robust production implementations with appropriate model assumptions, calibration, validation, and controls.
- Contribute to Risk Intelligence initiatives that turn research, risk analytics, and AI into practical investment insight.
- Support testing, monitoring, data quality controls, design reviews, code reviews, engineering standards, and production support.
Requirements
- 3–8 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.
- Experience building and supporting production software, preferably for risk, pricing, trading, or other front-office applications.
- Strong Python, Java, and SQL skills, plus experience with another object-oriented language.
- Familiarity with APIs, databases, data pipelines, and distributed systems.
- Understanding of derivatives and risk analytics, including areas such as option pricing, Greeks, scenario analysis, stress testing, or VaR.
- Sound software engineering fundamentals covering testing, maintainability, performance, and production support.
- Strong analytical, problem-solving, communication, and collaboration skills.
- Preferred experience includes derivatives, pricing, risk, or trading systems; asset-class risk knowledge; cloud infrastructure, containers, CI/CD, streaming, or observability; machine learning, large language models, agentic tools, or AI-assisted development; and investment-facing dashboards or analytics.
Benefits
- Training and development opportunities.
- Physical, mental, and financial wellness resources.
- Time-off, retirement, and commuter benefits.
- Gym reimbursement and other discounts.
- Eligibility for an annual incentive plan.
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.