Summary
Uirá Caiado is a Quant Portfolio Manager with 11 years of experience designing, deploying, and operating systematic trading strategies across frequencies from microsecond HFT to low-frequency macro allocations. He combines quantitative finance, statistical modeling, and modern machine learning to produce and maintain large model fleets—over 180 live models and 250+ research studies—while owning end-to-end production operations. Comfortable in Python, C++, R and distributed data stacks (Airflow, Kafka, Spark, AWS), he builds robust monitoring for execution, data integrity and model drift to keep operational overhead low. Based in São Paulo, he has a Master’s in Quantitative Finance and a track record of translating high-frequency order-book insights into scalable, automated strategies. Notably, he balances deep research output with pragmatic engineering, shipping toolsets and orchestration that let complex quant research run reliably in production.
11 years of coding experience
5 years of employment as a software developer
Specialization Advanced Trading in Stock Market, Specialization Advanced Trading in Stock Market at FIA Business School
Nanodegrees Artificial Intelligence and Data Science, Nanodegrees Artificial Intelligence and Data Science at Udacity
Undergraduate Economic Science, Undergraduate Economic Science at Universidade do Vale do Paraíba
Master's degree Quantitative Finance, Master's degree Quantitative Finance at FGV - Fundação Getulio Vargas
Associate's degree Finance, Associate's degree Finance at UNIBTA - Centro Universitário
English, Portuguese