Capula Investment Management LLP
Quantitative Developer
We are seeking a highly skilled and motivated Quantitative Developer to join our systematic investment team. This role is ideal for an individual with a strong background in computer science and a proven track record of supporting systematic investment processes. You will work alongside portfolio managers, researchers, and technologists to design, implement, and maintain critical infrastructure for data, research, and trading systems. Candidates will ideally be able to join Capula within 6 months (including any relevant non‑compete).
Key Responsibilities
Develop and maintain robust, scalable software systems for systematic trading strategies
Collaborate closely with quantitative researchers to implement research workflows and production pipelines
Optimize and refactor existing codebases for performance and reliability in a low‑latency, Linux‑based environment
Contribute to infrastructure and tooling that supports research, backtesting, data ingestion, and live trading
Troubleshoot and resolve production issues rapidly and reliably
Work cross‑functionally with other teams to ensure technology and investment alignment
Requirements
Bachelor's degree in Computer Science from a top‑tier U.S. or Canadian engineering school
3‑7 years of professional software development experience, with at least 3 years supporting a systematic investment process
Coursework or research experience in statistics or other data‑intensive fields
Advanced Python programming skills in a production‑level, Linux‑based environment
Strong verbal and written communication skills, with the ability to articulate complex technical concepts to diverse audiences
Desirable (but not essential)
Professional (not academic) experience with C++ or C#
Internship or full‑time experience at a leading technology firm
Advanced degree (e.g., M.S. or Ph.D.) in Computer Science or a computationally intensive discipline
Benefits Depending on years' experience, this role is offering a range of USD 250,000‑400,000 TC.
Seniority: Mid‑Senior level | Employment type: Full‑time | Function: Engineering and Information Technology
#J-18808-Ljbffr
Key Responsibilities
Develop and maintain robust, scalable software systems for systematic trading strategies
Collaborate closely with quantitative researchers to implement research workflows and production pipelines
Optimize and refactor existing codebases for performance and reliability in a low‑latency, Linux‑based environment
Contribute to infrastructure and tooling that supports research, backtesting, data ingestion, and live trading
Troubleshoot and resolve production issues rapidly and reliably
Work cross‑functionally with other teams to ensure technology and investment alignment
Requirements
Bachelor's degree in Computer Science from a top‑tier U.S. or Canadian engineering school
3‑7 years of professional software development experience, with at least 3 years supporting a systematic investment process
Coursework or research experience in statistics or other data‑intensive fields
Advanced Python programming skills in a production‑level, Linux‑based environment
Strong verbal and written communication skills, with the ability to articulate complex technical concepts to diverse audiences
Desirable (but not essential)
Professional (not academic) experience with C++ or C#
Internship or full‑time experience at a leading technology firm
Advanced degree (e.g., M.S. or Ph.D.) in Computer Science or a computationally intensive discipline
Benefits Depending on years' experience, this role is offering a range of USD 250,000‑400,000 TC.
Seniority: Mid‑Senior level | Employment type: Full‑time | Function: Engineering and Information Technology
#J-18808-Ljbffr