Teams at iSAM

Monitor and optimize algorithmic trading strategies, ensuring operations remain within risk and compliance limits. Support global clients, manage communications during incidents, oversee internal connectivity systems, translate technical updates, and collaborate with sales and internal teams to convert client needs into strategy requirements. The role is on-site and involves weekend plus three weekday shifts.

Lead the development of exchange market-making and OTC inventory liquidation strategies across FX, precious metals, futures, and cryptocurrency markets. Research market microstructure, order-book behavior, liquidity, and adverse selection using high-frequency data. Build realistic simulations and backtests, deploy and monitor live strategies, improve performance and resilience, and establish research governance. The role will eventually define research direction and recruit, mentor, and lead a quantitative trading team.

PhD graduate embedded in a quantitative research team to develop, implement and test systematic investment strategies. Analyse large financial datasets, design statistical models in Python, document results, and present findings to senior researchers and portfolio managers.