Risk Engineer
Capstone Investment Advisors5 hours ago
London, United KingdomMid Level / Senior
H1B Sponsor
Responsibilities
- Build and enhance production-grade components of the Risk Technology platform with a focus on performance, reliability, scalability, and usability.
- Develop cross-asset risk capabilities covering Greeks, sensitivities, stress scenarios, VaR, P&L vectors and attribution, limits, factor analytics, margin, and exposure aggregation.
- Collaborate with Portfolio Managers, Risk Managers, and Quant Research to translate investment and risk problems into technical solutions.
- Build APIs, data pipelines, and interactive decision tools for trade-, POD-, strategy-, and fund-level analysis.
- Implement pricing and risk methodologies with appropriate model assumptions, calibration, validation, and controls.
- Develop resilient risk services integrating positions, market data, reference data, and internal or third-party analytics.
- 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, ideally for risk, pricing, trading, or other front-office applications.
- Strong Python, Java, and SQL skills plus experience with another object-oriented language.
- Experience with APIs, databases, data pipelines, and distributed systems.
- Understanding of derivatives and risk analytics, including option pricing, Greeks, scenario analysis, stress testing, or VaR.
- Strong software-engineering fundamentals in testing, maintainability, performance, and production support.
- Strong analytical, problem-solving, communication, and collaboration skills when working across data, models, implementation, engineering, quantitative research, risk, and investment functions.
- Bonus qualifications include derivatives, pricing, risk, or trading-system experience; asset-class risk knowledge; cloud infrastructure, containers, CI/CD, streaming, or observability experience; exposure to machine learning, large language models, agentic tools, or AI-assisted development; and experience building dashboards or investment-facing 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 performance-based incentives and 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.