* Caputova wins first round, sees "strong call for change"
* Ruling Smer party's candidate Sefcovic also in second round
* Second round on March 30, tough contest seen
* Election held a year after journalist's murder shook society
* (Updates throughout with Caputova's win, analyst comment)
By Tatiana Jancarikova
BRATISLAVA, March 16 (Reuters) - Zuzana Caputova, an anti-corruption campaigner with no experience in public office, won the first round of Slovakia's presidential election on Saturday, setting up a tough clash with the ruling Smer party's candidate.
Although voters appeared to spurn Smer a year after the murder of a journalist which sparked mass protests, the party's Maros Sefcovic, an EU Commissioner, could pick up support among those who prefer stability to the change offered by Caputova.
The killing of Jan Kuciak, who reported on fraud cases involving politically connected businessmen, triggered the biggest anti-government protests in Slovakia since communism ended three decades earlier. It also led to the resignation of then prime minister, Smer leader Robert Fico.
The government remains in power, but Smer's popularity has slumped. On the first anniversary of Kuciak's murder, thousands of Slovaks rallied to protest against what they see as a lack of government action on the corruption he uncovered.
With results from 99.4 percent of polling stations counted, Caputova was in pole position with 40.5 percent of votes, far ahead of Sefcovic, who had 18.7 percent.
As no candidate secured a majority of all votes cast in the European Union and NATO member country of 5.4 million, the pair will now contest a second round on March 30.
If elected, the 45-year-old Caputova, a pro-European liberal who belongs to the small, non-parliamentary Progressive Slovakia party, will stand out among the populist nationalist politicians on the rise across much of Europe.
Endorsed by outgoing President Andrej Kiska, who did not seek reelection, Caputova has promised to end what she calls the capture of the state "by people pulling strings from behind," while maintaining the course of Slovakia's foreign policy.
"I see the message from voters as a strong call for change," Caputova told reporters early on Sunday after her victory in the first round was clear.
Slovakia's president does not wield day-to-day power but has veto power over the appointments of senior prosecutors and judges, pivotal in the fight against corruption.
The murder of Kuciak and his fiancee, who was shot dead alongside him, is still under investigation. The biggest breakthrough to date came just two days before the vote, when special prosecutors said they had charged businessman Marian Kocner, a subject of Kuciak's reporting with connections across the political scene including with Smer, with ordering the murder.