About the job

Capula Investment Management LLP is seeking highly quantitative PhD graduates for its Quantitative Strategist role in London, UK. The successful candidate will work closely with researchers and traders on defined projects that directly inform trading decisions, backtest trading models and strategies, and receive full training in financial modelling, analysis, research methods, and trading strategies, with a particular focus on financial flows analysis. Candidates should have recently completed or be about to complete a PhD in a quantitative discipline such as Physics, Mathematics, Statistics, Engineering, or another related field, demonstrate a keen interest in finance, possess excellent quantitative and analytical skills along with critical thinking and intellectual curiosity, and have experience with programming in languages such as Python or C++. The role offers the opportunity to apply finance theory to improve existing quantitative decision-making models and tools within a dynamic hedge fund environment. Capula provides a competitive salary, visa sponsorship, relocation assistance, and a benefits package that includes free breakfast and lunch, allowing candidates to contribute to a world-renowned, fast-paced, and collaborative global quantitative investment team.