We are seeking a Quantitative Researcher with 3+ years of experience to join a Systematic Macro Portfolio Manager at Capula. This is a high-impact role that sits directly within the PM’s investment group, with a particular focus on systematic strategies involving credit indices (e.g., CDX, iTraxx) and credit ETFs.

Key Responsibilities:

• Develop and enhance models for relative value trading and alpha generation across credit indices and credit ETFs.
• Analyse credit market dynamics, including spread behavior, roll-downs, and liquidity patterns.
• Implement tools to support signal generation, factor decomposition, and portfolio risk attribution.
• Work closely with the PM to evolve systematic frameworks and enhance trading decisions through robust quantitative insights.

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 some of the brightest minds in the industry.