Associate, Treasury Quant

Capstone Investment Advisors is seeking an Associate, Treasury Quant in New York to develop internal analytics and reports for monitoring counterparty metrics, funding markets, and Treasury Profit and Loss. The role involves building and deploying production-level computational financial models, valuing derivatives portfolios, and formulating cost-minimization problems using mathematical optimization techniques. The position requires a Master's degree in Mathematics or a related quantitative field along with two years of relevant experience.