About the job

Capula Investment Management LLP, a global quantitative hedge fund, is seeking highly analytical PhD graduates for its Quantitative Strategist role in London. This position offers an opportunity to apply advanced mathematical, statistical, and programming expertise in finance, working closely with researchers and traders to develop models that inform trading decisions. Candidates will engage in backtesting trading strategies, improving quantitative decision-making models, and contributing to data-driven investment insights. Applicants should hold or be near completion of a PhD in a quantitative discipline such as Physics, Mathematics, Statistics, or Engineering, and demonstrate strong programming skills in Python or C++. A keen interest in finance, a high degree of analytical ability, and intellectual curiosity are essential. Capula provides a competitive salary, comprehensive benefits, free breakfast and lunch, relocation assistance, and visa sponsorship for eligible international candidates.