Front Office Software Engineer

BACKGROUND: 

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 $10.5 billion of AUM and over 300 employees (as of August 1, 2024), Capstone was formed in 2007 and is headquartered in New York with offices in London, Amsterdam, Milan, 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.

OVERVIEW: 

The front office engineering team is responsible for developing the risk and pricing platform that our investment teams reply on to deliver outstanding returns to our clients. We're looking for highly motivated software engineer with a passion for technology and markets. You'll partner with our portfolio managers, risk managers and other teams across the firm to deliver cutting edge solutions to interesting problems.

The ideal candidate possesses exceptional problem-solving skills, a collaborative mentality, and an ability to bring innovative ideas to life. The role offers great exposure to the many and varied areas of the hedge fund.

RESPONSIBILITIES: 

• Design, build and maintain the firm's internal fixed income pricing platform, with a focus on accuracy, performance, and scalability
• Work closely with investment teams to deliver thoroughly tested and elegant solutions for their requests and strategies
• Create state-of-the-art software that propel risk management and empower decision making across various investment strategies
• Collaborate with other highly skilled engineers across the technology team and the firm to tackle complex technical challenges

SKILLS AND QUALIFICATIONS:

• Experience in building production level software in Java
• Basic experience building production software in C++ - Basic understanding of Fixed Income products
• Basic experience with SQL databases
• Strong analytical and problem-solving skills
• Collaborative team player with strong verbal communication skills and experience working with stakeholders
• 5+ years working experience in the financial industry (buy or sell side)
• Degree in a quantitative or engineering discipline such as computer science, math, physics or engineering

BONUS SKILLS AND QUALIFICATIONS: 

• 8+ years working experience in the financial industry (buy or sell side)
• Deep knowledge in building enterprise solutions in C++
• Deep product knowledge in the Fixed Income asset class