Credit Quantitative Researcher
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Job Location:
New York City, NY - USA
Monthly Salary:
Not Disclosed
Posted on:
24 days ago
Vacancies:
1 Vacancy
Job Summary
We are seeking a Quantitative Researcher with 3 years of experience to join a Systematic Macro Portfolio Manager at Capula. This is a high-impact role that sits directly within the PMs investment group with a particular focus on systematic strategies involving credit indices (e.g. CDX iTraxx) and credit ETFs.
Key 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.
- Work closely with the PM to evolve systematic frameworks and enhance trading decisions through robust 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 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 some of the brightest minds in the industry.
Requirements
- Have graduated with a masters or PhD in a highly quantitative discipline (e.g. Physics Mathematics Statistics Engineering or another quantitative field)
- A consistently strong academic record
- Strong Maths 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.
- Masters or PhD in a quantitative field (e.g. statistics physics applied mathematics).
- 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
Key Skills
- Intelligence Community Experience
- Python
- Spss
- Microsoft Word
- R
- Regression Analysis
- Windows
- Stata
- Microsoft Powerpoint
- Research Experience
- Data Modeling
- Writing Skills
About Company
Capula Investment Management is a leading global quantitative hedge fund. We manage absolute return, enhanced fixed income, macro and alpha strategies for a diversified group of investors worldwide. Capula invests in a broad universe of asset classes, including fixed income, equities, ... View more
