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 PM’s 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.