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This is an elite group who have significant AUM and run high capacity strategies (largely mid and low frequency) across asset classes. This role will be to join their quant equity business in San Francisco. Over the last few years they have built a truly cutting-edge platform. The access to various markets globally, and the variety of products traded is one of the broadest on the street for a systematic shop. They are looking to add to their quant strategist team in San Fran.
The quantitative strategists work directly alongside the portfolio managers and take research ideas from abstract ideas into production. This involves the full lifecycle from sourcing and cleansing data, through various backtests, to finally implementing and productionalising the strategies. The other key aspect to this role is the constant development and building of tools specific to quantitative investment. In particular, the group are currently looking to build a next generation backtesting environment for systematic equity investing.
They are looking for a candidate who has experience working in data driven quantitative equity strategies. This will ideally come at another buyside firm but they are open to exceptional sell side candidates. As the role of quant strategist is broader here than at most firms, they are open to candidates from a quant research and quant development backgrounds, as well as quanttiative strategists. For this position, there is a greater emphasis placed on engineering skills. This is due to the data driven approach to investing sourcing new datasets and building data pipelines is a key part of the role. The team are relatively language agnostic so the candidate neds to have strong object oriented and statistical programming expertise, but the specifics do not matter too much.
This is a fantastic opportunity to join an elite and collegiate team at the forefront of utilising data in the systematic investment process.
At least 4 years' experience in a quantitative development role within systematic investing. They are open to candidates with 8 years' and more experience.
Thorough working knowledge of systematic equity investing
Up to date knowledge of cutting edge technologies and data sources
Excellent academic (Masters/PhD) background combining quantitative and computational subjects
Ability to work independently and as part of a team
Strong communication skills
Experience working with non-relational databases
Passion for Big Data and Quantitative Investment.
Due to demand we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV please send a blank application to the role and someone will be in touch to discuss.
Internal Number: 6922078
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