Jobs at iSAM

Supports business development and institutional client relations for a quantitative trading and alternative asset management firm. Responsibilities include company and industry research, sales materials, client roadshow preparation, CRM maintenance, investor reporting, marketing material quality control, fund dealing coordination, investor data maintenance, and client communications. The role requires financial services experience, strong sales instincts, interest in institutional investors, and a desire to progress into a full business development position.

Develop ultra-high-performance Java software for pricing, execution, and risk management in an algorithmic trading platform. Collaborate with quantitative researchers to implement scalable, highly available models and design distributed systems supporting 24x7 trading operations. Responsibilities include server-side development, software releases during live trading, and solving performance, reliability, and high-availability challenges.

Join iSAM Vector as a Quantitative Researcher to design, test and implement systematic trading signals across global markets. Responsibilities include signal research, backtesting, model refinement, dataset and tool development, portfolio construction support, and communicating results to technical and non-technical stakeholders.

Conduct portfolio and risk management for a new systematic multi-strategy trading platform. Build portfolio analytics and monitoring infrastructure, onboard quantitative strategies, improve platform operations, and support production on a rota. The role requires quantitative research experience, strong Python skills, expertise in statistics, probability, portfolio construction, and risk management, plus the ability to connect empirical research with practical investment implementation.

Develop and maintain scalable Python software for a systematic multi-strategy trading platform. Collaborate with quantitative researchers on strategy and portfolio development, ensure production code is robust and performant, improve platform capabilities, and support live production systems through a rota. The role spans the full trading technology lifecycle, including data, research, execution, monitoring, and platform reliability.

Supports fund operations for managed futures and quantitative funds by reviewing trading and cash reconciliations, performance estimates, corporate actions, reports, service providers, NAV calculations, cash management, settlements, and risk reporting. The role collaborates with investment managers, prime brokers, administrators, and internal teams to resolve discrepancies and ensure compliance with fund policies.

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.

Generate leads, prospect senior decision-makers, qualify opportunities, demonstrate products, manage CRM activity, build sales pipelines, and support client onboarding. The role develops institutional relationships across FX, CFD, market-making, prime brokerage, and technology services while collaborating with electronic trading, quant research, client service, and onboarding teams. It also requires sharing market intelligence, attending client meetings, completing compliance training, and supporting revenue growth.

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.

The Operations Engineer manages trading technology setups for liquidity and order execution, ensures system performance, client onboarding, and supports automation efforts.

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.

Join the Helix StatArb team to develop, maintain, and support high-performance quantitative trading systems. Work on large-scale data processing, statistical modeling, portfolio construction, execution monitoring, and DAG-based concurrent data frameworks. Collaborate with researchers, own system components, and participate in live trading support and rota duties to ensure robust, scalable production trading infrastructure and improved execution quality.

Architect, build and operate low-latency distributed trading systems (market data, order routing, execution, risk, messaging). Drive technical direction, improve systems and engineering processes, reason about latency across network/hardware/OS/language layers, and deliver large cross-team efforts to meet demanding latency targets.

The Rotational Graduate Programme offers graduates exposure to Trading, Sales, and Client Services, including risk monitoring, lead generation, and client support, culminating in a comprehensive understanding of the business.