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The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world
Candidates will assist in numerous daily trading activities and help build out new quantitative models and strategies. This candidate will also be heavily involved in research as they will be an extension of the research team. The ideal candidate should be well-rounded, highly driven, and excited to develop creative solutions to challenging real-world trading issues. Candidates should exhibit genuine interest in cutting edge developments in computer science, trading, finance, and probability theory. Working Asian or European Trading hours may be required.
PhD in Applied Math, Statistics/ML, Computer Science/Engineering, or similar
Minimum of 1-2 years of relevant experience
Excellent quantitative, problem solving and analytical skills
Programming experience in Python, R or Matlab
Motivated, competitive, and eager to learn
General familiarity with machine learning libraries and techniques