The role involves working closely with research and trading teams to develop and backtest trading models and strategies. Primary responsibilities include collaborating on projects that directly contribute to trading decisions, participating in financial modeling and analysis training, and applying advanced quantitative techniques to improve existing decision-making tools.
Ideal candidates will have recently completed a PhD in a highly quantitative discipline such as Physics, Mathematics, Statistics, or Engineering. Strong programming skills (Python/C++), critical thinking abilities, and a keen interest in finance are essential. Candidates must demonstrate excellent analytical skills, intellectual curiosity, and a consistently strong academic record.
Capula offers a competitive compensation package including a competitive salary, visa sponsorship, relocation assistance, and additional benefits like free breakfast and lunch. The role provides an exciting opportunity to work in a dynamic, high-performance quantitative finance environment with opportunities for professional growth and development.
