Equity Volatility Quant Researcher
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Job Location:
Monthly Salary:
Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
We are seeking a Quantitative Researcher with 3 years of experience to join an Equity Derivatives Portfolio Manager at Capula. This is a high-impact role that sits directly within the PMs investment group with a particular focus on statistical relative value strategies involving single stock index and ETF listed options.
Key Responsibilities:
- Collaborate to develop and maintain scalable processes for alpha research backtesting and idea generation.
- Collaborate to develop and improve semi-systematic trading strategies from signal generation to portfolio construction to efficient execution.
- Build tools to analyze and manage portfolio risk and operate strategies in a market leading fashion.
- Work closely with the trading team to continuously evolve and expand strategies.
What We Offer:
- A high-impact role with direct visibility to the trading desk and influence on real-time decision-making.
- An intellectually stimulating environment with a strong culture of collaboration and curiosity where innovation and creativity are encouraged.
- The chance to refine and expand your skills while contributing to critical decision-making processes whilst contributing to trade generation and portfolio construction in a fast-evolving market landscape.
About You:
- We are looking for individuals who thrive on intellectual challenges and enjoy applying their analytical skills to complex problems. You are curious driven and excited by the prospect of making a tangible impact in the world of quantitative finance.
- If you are passionate about quantitative analysis trading strategies and financial modelling we invite you to be a part of our forward-thinking team. This is your opportunity to grow professionally while working alongside highly experienced and specialized team members.
Requirements
- Advanced proficiency in Python SQL and experience working with time series and large datasets.
- At least 3 years of experience in quantitative analysis research or strategy development within the Equity Derivatives space.
- Strong academic record in a highly quantitative discipline.
- Familiarity with market microstructure of U.S. listed products and trading dynamics of American options.
- Strong analytical thinking problem-solving ability and desire to partner closely with a fast-moving trading desk.
Benefits
Capula is committed to supporting all employees in developing their careers and delivering their best work. We offer a collaborative and high-performance environment where portfolio managers are empowered with resources autonomy and the opportunity to make a significant impact. Benefits include:
- A highly competitive base salary and discretionary bonus structure reviewed annually
- 20 days of paid annual leave plus public holidays
- Comprehensive medical and dental insurance along with other core employee benefits
- Exceptional training mentoring and staff development opportunities to support continuous professional growth
- Exposure to a flat and agile organisational structure enabling greater ownership and decision-making responsibility
- Onsite breakfast lunch and dinner provided daily in our employee restaurant
- Access to a dynamic intellectually engaging team with cross-asset collaboration and open communication
Required Experience:
IC
Key Skills
- Intelligence Community Experience
- Python
- Spss
- Microsoft Word
- R
- Regression Analysis
- Windows
- Stata
- Microsoft Powerpoint
- Research Experience
- Data Modeling
- Writing Skills
About Company
Capula Investment Management is a leading global quantitative hedge fund. We manage absolute return, enhanced fixed income, macro and alpha strategies for a diversified group of investors worldwide. Capula invests in a broad universe of asset classes, including fixed income, equities, ... View more
