Quantitative Developer Data Platform & Risk Analytics
Share
Job Location:
Monthly Salary:
Posted on:
20 hours ago
Vacancies:
1 Vacancy
Job Summary
The Firm
Capula Investment Management is a leading global quantitative hedge fund managing over $30 billion in assets. We are headquartered in London and have offices in New York Singapore Hong Kong Tokyo Geneva and Abu Dhabi. 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 currencies and commodities as well as derivatives related to these asset classes.
The Role
We are looking for a quantitative developer to build and operate data platforms and risk analytics systems to manage P&L VaR scenarios and risk exposures across our portfolios. Youll work closely with quantitative researchers traders and risk managers to deliver reliable BAU services in Python while designing nextgeneration lowlatency components in C#. You will contribute to both evolutionary improvements and greenfield builds that power reporting and analysis through Python Excel and web-based tools.
What youll do
- Own BAU production services in Python running in Docker: monitor troubleshoot and continuously improve reliability test coverage and deployment pipelines.
- Manage and optimize data at scale: ingest store and serve large financial data sets in SQL DuckDB/Parquet and inmemory databases; design schemas partitioning and indexing for multidimensional access e.g. by instrument portfolio scenario and timeseries.
- Design a lowlatency alternative path in C#: build ingestion and access layers optimized for speed (efficient serialization columnar/contiguous memory access inmemory stores/caches async I/O) and integrate them with existing risk/pricing workflows.
- Propose cuttingedge solutions: evaluate modern columnar technologies inmemory query engines and vectorized execution; prototype approaches for subsecond analytics on highvolume tick and endofday data.
- Deliver greenfield projects endtoendfrom design and build to production rolloutwhile maintaining critical risk systems used daily by the business.
- Deploy and operate on Linux in AWS (EKS ECS EC2 S3) with CI/CD and InfrastructureasCode.
Duties & Responsibilities
- Development & maintenance of risk systems and data services used for P&L VaR scenarios and exposure reporting.
- Performance engineering: query tuning profiling (CPU/IO) memoryaware data layouts inmemory caching strategies and fast analytics.
- Collaboration with quants risk and trading; clear communication of tradeoffs and design decisions.
Requirements
- 3-7 years in quantitative development systems or platform engineering roles.
- Strong Python (production code packaging testing).
- Handson with SQL (schema design query optimization) and DuckDB/Parquet for large analytical datasets.
- C# skills building lowlatency data services (async I/O efficient collections/serialization profiling).
- Timeseries and multidimensional data modeling and access patterns.
- Experience with inmemory databases/caches for ultralowlatency analytics.
- Production experience on Linux and AWS (operability monitoring CI/CD).
- Full software lifecycle ownership; excellent analytical/problemsolving and communication skills.
Benefits
Capula is dedicated to helping all employees flourish in their roles by supporting your professional development.
We will provide:
- A competitive salary and bonus scheme
- Excellent staff development and training opportunities
- Corporate gym membership (and a complimentary wellness space in our London office)
- Generous pension contribution
- Free breakfast and lunch in our employee restaurant
- Private medical insurance and other benefits
Capula is committed to fostering a collaborative and inclusive environment providing employees with the opportunity to develop their skills and advance their careers in the financial sector. We actively promote equality of opportunity for all with the right mix of talent skills and potential and welcome applications from a wide range of candidates.
Required Experience:
IC
Key Skills
- Adobe Analytics
- Data Analytics
- SQL
- Attribution Modeling
- Power BI
- R
- Regression Analysis
- Data Visualization
- Tableau
- Data Mining
- SAS
- Analytics
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
