Capula is a leading global hedge fund, headquartered in London. We are looking for a Quantitative Strategist to join our Singapore team. The individual should have strong communication abilities and be looking to utilise their technical skills to support the trading and research teams.
Duties and Responsibilities:
This is a permanent role where we expect the successful candidate to learn and grow professionally over time.
Key duties and responsibilities:
· Work closely with researchers and traders on defined project(s) that directly impact trading decisions.
· Receive and actively participate in training provided by Capula on financial modelling, analysis, research methods and trading strategies, and in particular, on financial flows analysis.
· Assist in developing research ideas to support the desk’s trading strategies.
· Apply knowledge of finance theory to improve existing quantitative decision-making models and tools.
· Develop programming tools and design calculation processes for systematic autonomous trading strategies.
· Assist in the calculation of risk and profit & loss (P&L) for trading books.
Skills and Experience:
· At least a Bachelor’s degree in a quantitative or technical discipline. A Master’s degree in mathematics, engineering, financial engineering or a similar quantitative discipline is highly desirable.
· At least 5 years of experience in a relevant field. Possessing some experience dealing with the front office and ideally on buy-side, would be advantageous.
- Proficiency in Python and C# is required.
· Excellent quantitative and analytical skills, along with critical thinking and intellectual curiosity.
· Experience in project management, and ideally on volatility pricing and strategies.
· Able to work cohesively with senior managers and partners of the firm.
· Quick decision-making skills.
· Able to work under pressure.
· Clear communication style.
· Fluent in both spoken and written English.
