Capula Investment Management LLP
Credit Quantitative Researcher
Capula Investment Management LLP, New York, New York, us, 10261
Overview
Credit Quantitative Researcher role at Capula Investment Management LLP. This is a high-impact position within the Systematic Macro Portfolio Manager team, focusing on systematic strategies involving credit indices (e.g., CDX, iTraxx) and credit ETFs. 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. Collaborate with the PM to evolve systematic frameworks and enhance trading decisions through 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 culture of collaboration and curiosity, where innovation is encouraged. Opportunities to refine and expand skills while contributing to trade generation and portfolio construction in a fast-evolving market. About You
Individuals who thrive on intellectual challenges, apply analytical skills to complex problems, and are curious, driven, and excited by making a tangible impact in quantitative finance. Passionate about quantitative analysis, trading strategies, and financial modelling, and eager to grow professionally alongside industry-leading minds. Requirements
Masters or PhD in a highly quantitative discipline (e.g., Physics, Mathematics, Statistics, Engineering, or another quantitative field). Consistently strong academic record. Strong mathematics foundations (probabilities, statistics, analysis, linear algebra) and solid programming skills. At least 3 years’ experience in quantitative research or strategy development, ideally within credit or macro trading environments. Solid understanding of credit index products (e.g., CDX, iTraxx), credit ETFs, and related market structure. Advanced proficiency in Python and experience working with time series and financial market data. Strong analytical thinking, problem-solving ability, and ability to partner closely with a fast-moving trading desk. Benefits
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. Note: This job description reflects the responsibilities and requirements for the role as posted. The content focuses on essential duties, qualifications, and offerings.
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Credit Quantitative Researcher role at Capula Investment Management LLP. This is a high-impact position within the Systematic Macro Portfolio Manager team, focusing on systematic strategies involving credit indices (e.g., CDX, iTraxx) and credit ETFs. 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. Collaborate with the PM to evolve systematic frameworks and enhance trading decisions through 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 culture of collaboration and curiosity, where innovation is encouraged. Opportunities to refine and expand skills while contributing to trade generation and portfolio construction in a fast-evolving market. About You
Individuals who thrive on intellectual challenges, apply analytical skills to complex problems, and are curious, driven, and excited by making a tangible impact in quantitative finance. Passionate about quantitative analysis, trading strategies, and financial modelling, and eager to grow professionally alongside industry-leading minds. Requirements
Masters or PhD in a highly quantitative discipline (e.g., Physics, Mathematics, Statistics, Engineering, or another quantitative field). Consistently strong academic record. Strong mathematics foundations (probabilities, statistics, analysis, linear algebra) and solid programming skills. At least 3 years’ experience in quantitative research or strategy development, ideally within credit or macro trading environments. Solid understanding of credit index products (e.g., CDX, iTraxx), credit ETFs, and related market structure. Advanced proficiency in Python and experience working with time series and financial market data. Strong analytical thinking, problem-solving ability, and ability to partner closely with a fast-moving trading desk. Benefits
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. Note: This job description reflects the responsibilities and requirements for the role as posted. The content focuses on essential duties, qualifications, and offerings.
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