Senior Risk Engineer
Capstone Investment Advisors5 hours ago
Base Salary
$165k - $200k/yr
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, and exposure aggregation.
- Partner with Portfolio Managers, Risk Managers, and Quant Research to solve derivatives, risk, and portfolio challenges from 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.
- Build Risk Intelligence tools using 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 while integrating position, market, reference, internal, and third-party data and analytics.
- Own production issues and contribute to architecture reviews, code reviews, roadmap planning, 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 experience with front-office or market-risk systems and a strong record of designing, building, and supporting production-grade risk, pricing, or trading systems.
- Advanced Python, Java, and SQL skills, with 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, trace discrepancies, and explain conclusions to technical and non-technical stakeholders.
- Experience integrating internally developed and third-party pricing and risk libraries across asset classes, including data lineage, reconciliation, consistency, and controls.
- Clear communication and evidence of technical leadership through judgment, ownership, and delivery.
- Preferred experience includes machine learning, large language models, agentic tools, AI-assisted development, modern engineering and data platforms, cloud infrastructure, containers, streaming, data lineage, observability, and multi-asset risk knowledge.
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.
- The posting describes Capstone as a collaborative, inclusive workplace with opportunities to innovate and direct exposure to senior leadership.
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.