iSAM is an innovative, financial technology firm specialising in quantitative trading, comprised of iSAM Funds and iSAM Securities.
iSAM Securities regulated by the FCA, SFC, and CIMA registered, is a leading algorithmic trading firm and trusted electronic market maker, providing liquidity, technology and prime services to institutional clients and trading venues globally. The firm offers full-service prime brokerage and execution via its cutting-edge proprietary technology, as well as market leading analytics, cleared through the group’s bank Prime Brokers.
iSAM Funds is an alternative asset manager specialising in systematic investing. Each strategy is unique, provides a specialist quantitative approach and is designed to deliver highly diversifying absolute returns for institutional portfolios.
We are looking for an experienced Quantitative Trader to join and take a leading role in shaping an developing our exchange market making capabilities. You will work closely alongside quantitative traders, engineers and infrastructure specialists, and have significant influence over the strategic direction of our systematic trading activity across electronic markets, with a particular focus on fx, precious metals and Crypto. The successful candidate will play a key role in defining iSAM Securities strategy for exchange market making, working across research, trading and technology to establish a scalable and
dedicated function.
This is a senior opportunity for someone who combines strong quantitative ability with deep practical expertise in market microstructure. The role is intended to develop into a significant research leadership position; with responsibility to define the research direction for exchange market making and recruit and develop others to establish a dedicated function.
Responsibilities:
• Research and develop exchange market-making and OTC inventory liquidation strategies across FX, precious metals, futures and Crypto markets.
• Analyse limit-order-book behaviour, order flow, queue dynamics, liquidity, adverse selection, and short-term price formation.
• Build rigorous research methodologies, including realistic simulation and back testing.
• Monitor live strategy performance and identify opportunities to improve profitability, robustness, capacity, and operational resilience.
• Investigate venue-specific behaviour, matching-engine mechanics, fee structures, tick sizes, market participants, and market-quality differences.
• Establish strong standards for research quality, reproducibility, and model governance.
• Contribute to the firm’s broader trading, risk, and technology roadmap.
• Over time, recruit, mentor, and lead a team of quantitative traders.
Qualifications:
• An advanced degree in an applied scientific or quantitative field.
• Significant experience in quantitative research for exchange market making.
• Strong domain expertise in market microstructure and electronic limit-order-book markets.
• Experience researching strategies using high-frequency market data at tick, order, or message level.
• Strong statistical and mathematical modelling skills.
• Experience taking quantitative research from initial hypothesis through to live deployment and ongoing monitoring.
• Excellent Python skills and experience with quantitative research tooling. Exposure to C++ would be desirable.
Personal Attributes:
• Strong communication skills and the ability to explain technical research clearly to engineers and senior stakeholders.
• Demonstrated leadership ability, or the potential to develop into a strong leader and build and manage a high-performing quantitative research team.