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A leading systematic investment management firm are expanding their research team due to a stream of strong performance. They are looking for someone who has experience within US equity microstructure research as the role will involve the development of intraday predictive signals using microstructure data (not HFT/ultra-latency sensitive).
They require an individual with a strong background in statistics and modelling with the ability for code in high-performance languages.
In order to apply, you should have:
Previous experience using microstructure data for US equity microstructure research
Experience developing intraday predictive signals
A strong background in statistics and modelling
The ability to code in high performing languages
Ideally experience with AWS
Given the current situation, the firm are willing to consider remote working.
If your experience correlates with the above and you would like to be considered for the role, please send across your CV in WORD format to firstname.lastname@example.org