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Goldenberg Hehmeyer LLP was founded in December 2005 and specialises in algorithmic trading across exchanges and asset classes. Since August, 2011, Goldenberg Hehmeyer LLP has been making markets in over 250 Exchange Traded Funds on main European stock exchanges. The firm leverages off of its traders' extensive ETF market making experience and industry know-how to provide competitive two-way prices exchanges as well as off order book (OTC), with the emphasis on equity emerging market and fixed income underlying.
Successful applicants will work in a front-office trading environment to assist experienced traders and work closely with our technology team. You will get extended exposure to algorithmic trading strategy execution, risk monitoring, in depth ETF pricing and statistical strategy backtest/calibration.
The expectation is that you will be proficient with languages such as Python, SQL, R or Java. In addition, you should be familiar with statistics and time series analysis. Trading and stochastic fundamentals are appreciated as well.
You will also help identify any alpha / arbitrage seen in the market, pre and post trade analysis, P&L calculation and automating elements of the trade lifecycle.
Developing, maintaining and enhancing trading models, algorithms and systems.
Exploring trading ideas by analysing market data and market microstructure for patterns.
Creating tools to automate parts of the trade lifecycle.
Proactively produce trading ideas based on the knowledge acquired.
A degree within a financial/quantitative related field of study.
Strong quantitative, statistical and analytical skills.
Strong proficiency in programming (Python, SQL, R, Java...).
High level of curiosity and eagerness to continuously learn
The internship is a fixed length rigorous test of the potential candidate with a reduced salary. Unfortunately, we are not able to provide visa sponsorship for interns. If the internship is successful it will lead to a permanent role with a different compensation structure (base salary + P&L driven bonus).