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
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
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 analytical skills
accompanied by critical thinking and intellectual curiosity
Advanced quantitative skills
(mathematics and statistics)
Experience with programming (e.g.
Python/C++) is preferred
A consistently strong academic record
Outstanding interpersonal and
An interest in working in a
collaborative, dynamic environment
The recruitment process is typically as follows:
Technical quantitative finance
interview with a member of the Quantitative Strategy team
Final interviews with Traders and
Senior Portfolio Managers
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.