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.

About The Role

This is a hands-on investment research role with exposure to the full strategy lifecycle. You will help lead the research, development and ongoing management of systematic trading strategies across global markets, with responsibility spanning signal research, portfolio construction, risk management, implementation and live strategy monitoring. Working closely with researchers, technologists and execution specialists, you will be expected to take ownership of research from idea generation through to production.

You will help develop new sources of return, improve existing strategies, and ensure research is implemented robustly in a live investment environment. You will join a systematic fund serving institutional investors, with the opportunity to influence both the research agenda and the live investment process. The role offers exposure to the full strategy lifecycle, close collaboration with experienced researchers and technologists, and the opportunity to contribute directly to portfolio construction, risk management and the ongoing evolution of production systematic strategies.

Responsibilities

Developing new systematic trading strategies across global markets, from initial research hypotheses through to testing, validation, implementation and live monitoring Enhancing existing systematic strategies through signal refinement, model improvements, portfolio-level analysis and rigorous empirical testing Contributing to portfolio construction and risk management research Taking ownership of research projects from idea generation through to production implementation Working closely with researchers, technologists and execution specialists to ensure research ideas are implemented, monitored and executed efficiently Developing research tools, datasets, analytical infrastructure and reporting processes to improve the quality and speed of the research process Communicating research findings, investment rationale and risk considerations clearly to senior stakeholders Representing iSAM Vector in client meetings, explaining the strategy, research process, performance drivers and risk considerations.

Qualifications

Advanced degree in a quantitative discipline such as mathematics, statistics, physics, engineering, computer science, economics or finance Significant experience in quantitative research, systematic trading, asset management or a related investment role Strong experience researching and trading systematic strategies across liquid global markets, including futures, FX, equities, rates and commodities Strong programming skills, preferably in Python, with the ability to conduct independent research and build robust analytical tools Strong understanding of statistics, probability, time-series analysis, optimisation, portfolio construction and risk management Experience developing, testing and improving systematic trading strategies using large financial datasets Ability to connect empi

Senior Quantitative Researcher, iSAM Vector