Teams at iSAM

Join the trading team to monitor risk, optimise client relationships and pricing, liaise with sales and liquidity providers, and collaborate with Risk, Quant and Dev teams to improve hedging and trading services across FX and CFDs.

12-week summer internship for PhD students to conduct quantitative research in trading and systematic investing. Work includes analysing large financial datasets, developing and backtesting quantitative models using Python and statistical libraries, validating strategies, maintaining research infrastructure, and presenting findings to senior researchers and trading teams.

Lead end-to-end research, development and live management of systematic trading strategies across global markets. Responsibilities include signal research, model and portfolio construction, risk management, implementation, tool and dataset development, monitoring production strategies, communicating findings to stakeholders and clients, and mentoring junior researchers.