Absolute-return investment firm building low-latency trading and backtesting infrastructure
Capula runs a polyglot systems stack (C#, Rust, C++, Python, Kafka, RabbitMQ) focused on trading execution and alpha research — a technical depth uncommon for a 200-person asset manager. Active projects center on legacy backtesting integration, systematic trading tools, and signal generation, while documented pain points (reconciliation discrepancies, data transfer errors, low-latency risk analytics) suggest infrastructure scaling challenges as they expand quantitative strategies across absolute return and macro mandates.
Capula Investment Management is a London-based asset manager founded in 2005, managing absolute return, enhanced fixed income, macro, and crisis alpha strategies with a focus on strategies that exhibit low or negative correlation to traditional equity and fixed income markets. The firm is authorized and regulated by the Financial Conduct Authority. With ~250 employees spread across London, Singapore, the US, UAE, and Japan, Capula operates a distributed research and trading operation. The technology footprint reflects a quantitative, systems-driven approach: the engineering team is actively building trading infrastructure, backtesting platforms, and reconciliation tools to support multi-strategy execution and risk management at scale.
Core languages: C#, Rust, C++, Python. Infrastructure: Kafka, RabbitMQ, AWS (EKS, ECS), Docker. Data: SQL, DuckDB, Parquet. BI: Power BI. Also uses VBA and Linux.
Capula has 14 active engineering, finance, and research roles open across 6 countries: United Kingdom, Singapore, United States, United Arab Emirates, and Japan. Current hiring velocity is decelerating.
Active projects include integrating legacy backtesting systems, developing systematic trading tools, signal generation, relative value trading models, and implementing reconciliation and reporting tools.
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