The CAIA exam is a computerized exam and therefore you can take the test in any testing centers around the world. The exam sites are administered by Pearson VUE. They have at least 1 center in medium-sized cities in each country.
To check whether the CAIA exam is available in your area, you can check on this CAIA exam site locater here.
Here is a sample of what you get from the site locator online tool. When I type in “San Francisco” for example, you will see that there is one testing site in the city of SF, together with sites in adjacent areas such as Daly City, Oakland, Fairfield and San Jose:
It is prudent to check out the CAIA exam locations before application to estimate your budget.