Equity Volatility Quant Researcher

Description

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
Employment Type : Full Time
Experience: years
Vacancy: 1