Trading & Research Summer Internship 2023

This is an exciting opportunity to be part of the team of a world-renowned and dynamic global quantitative hedge fund.

We offer full summer internships across our offices in London, New York, Hong Kong, Singapore and Tokyo. The internships typically run for ten weeks from early/mid-June to late August, however we can be flexible regarding exact dates. As an intern, you will combine trading and research as a key player in our front office team and learn about the evaluation of financial variables, market conditions, and economic data and trends, leading directly to trading decisions. Additionally, you will work on a project to be presented to senior management towards the end of your internship. We develop our colleagues through coaching and training to help them build long-term careers with us.

During the summer, you will join all other global interns for a one week 'Intern Orientation Week' in London. You will receive training on financial markets that will help prepare you with the skills and knowledge to excel in the internship. You will also hear presentations from senior partners and the managers of front office and support teams, giving you the opportunity to network within the organisation and with other interns, and to gain an understanding of how the different functions work together.

We have a multi-year record of offering exceptionally qualified individuals, upon completion of their internship, full-time positions in trading and strategy. Interns who perform especially well during the summer will automatically become candidates for our rotational Capula Analyst Programme (see the "Graduates" page), and may be offered a position at the end of summer or shortly thereafter.

What we look for:

• Students working towards a Bachelor's, Master's and PhD degrees in a quantitative discipline (e.g. Mathematics, Physics, Computer Science, Engineering etc.)
• A keen interest in finance
• Excellent quantitative and analytical skills accompanied by critical thinking and intellectual curiosity
• Experience with programming (e.g. Python/C++) is preferred
• A consistently strong academic record
• Outstanding interpersonal and communication skills
• An interest in working in a highly dynamic environment

The recruitment process is typically as follows:

• Online application
• HR interview
• Technical quantitative finance interview with a member of the Quantitative Strategy team
• Final interview(s) with a Trader / Portfolio Manager

Applications will be reviewed on a rolling basis and we encourage you to apply as soon as you are prepared.

Capula provides a competitive salary, visa sponsorship, relocation assistance and a competitive benefits package that includes free breakfast and lunch.

Diversity, Equity and Inclusion ('DEI')

We look to attract, recruit, develop, reward, promote and retain exceptional talent, basing judgment solely on an individual's suitability for the job and their potential for future success. We promote fair and equal treatment through our workplace practices and policies and are committed to maintaining an enjoyable and supportive work environment free from harassment and intimidation.

We have an equal opportunities policy that applies to all stages of recruitment and selection. Shortlisting, interviewing and selection will always be carried out without regard to gender, gender reassignment, sexual orientation, marital or civil partnership status, colour, race, nationality, ethnic or national origins. religion or belief, age, pregnancy or maternity leave or trade union membership. We use external recruitment firms to supplement our hiring process. Any external recruitment partners we use are required to identify and engage with a diverse pool of candidates. Capula provides recruitment and interview training to hiring managers to ensure they are aware of anti-discrimination laws and to promote a best practice selection process so that the right candidates with the right skill set for the role are hired.