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Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
Management, monitoring and improvement of advanced and complex algorithms.
Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.
MSc./Ph.D. in a Quantitative discipline from a top tier University.
3+ years in a Front Office or Buyside environment.
Python / C++/ R (on Linux).
Experience working with high-frequency tick data and market microstructure analysis.
Strong knowledge of probability, statistics, and machine learning.
Extensive professional experience trading FX, Equities or Futures.