iSAM Tensor - Portfolio Researcher

iSAM; Greater London; On-site; GBP 90,000 - 135,000; Full time

Job summary

iSAM Tensor is a brand-new business unit launched in August 2026 to build a systematic, multi-strategy trading platform. The role is based in London and offers hands-on involvement, collaborating with developers and researchers to drive portfolio construction from idea to production.

You will work on portfolio analytics, risk management and onboarding of new strategies, contributing to platform stability and scalability in a fast-paced, collaborative environment.

Qualifications

• PhD in a quantitative discipline such as mathematics, statistics, physics, engineering, computer science, economics or finance.
• At least 3 years in a quant research team of a systematic trading business.
• Strong hands-on Python programming skills to conduct independent research and build robust analytical tools.
• Strong understanding of statistics, probability, portfolio construction and risk management.
• Ability to connect empirical research with practical investment implementation, including transaction costs, capacity, risk and live performance considerations.

Responsibilities

• Hands-on day-to-day responsibility of iSAM Tensor’s portfolio and risk management.
• Work closely with the development team to build a suite of portfolio analytics and monitoring infrastructure to ensure the smooth running of the platform.
• Work closely with researchers to enable the smooth onboarding of new strategies.
• Pro-actively find ways to improve all aspects of the platform.
• Support the platform in production on a support rota once certified.

Skills

Python

Statistics

Portfolio construction

Risk management

Research

Communication

Education

PhD in a quantitative discipline

Job description

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

iSAM Tensor is a brand-new business unit (founded in August 2026) with the remit to build a new systematic, multi-strategy trading platform that will start trading in December 2026. The Tensor team is responsible for every aspect of the platform, from data to strategy development to portfolio construction to execution to production monitoring, ensuring the system is stable, scalable and robust. They take an idea from inception to production. As we grow the platform and onboard additional strategies and asset classes, we are looking for a portfolio researcher to join our London team. This is a key hire for the team, giving the successful candidate the opportunity to join a new systematic trading business at the beginning. This is a hands-on position in an intentionally flat structure within a collaborative team where you will be directly responsible for iSAM Tensor’s portfolio construction. You will work with developers and researchers across the firm to drive our success.

Responsibililtes

• Hands-on day-to-day responsibility of iSAM Tensor’s portfolio and risk management.
• Work closely with the development team to build a suite of portfolio analytics and monitoring infrastructure to ensure the smooth running of the platform.
• Work closely with researchers to enable the smooth onboarding of new strategies.
• Pro-actively find ways to improve all aspects of the platform.
• Support the platform in production on a support rota once certified.

Qualifications

• PhD in a quantitative discipline such as mathematics, statistics, physics, engineering, computer science, economics or finance.
• A minimum of 3 years working within a quant research team of a systematic trading business.
• Strong hands-on python programming skills with the ability to conduct independent research and build robust analytical tools.
• Strong understanding of statistics, probability, portfolio construction and risk management.
• Ability to connect empirical research with practical investment implementation, including transaction costs, capacity, risk and live performance considerations.

Qualifications (preferred):

• Experience trading macro asset classes (futures, FX, interest-rate swaps).
• Experience with portfolio optimisation techniques.

Personal Attributes

• You are a smart, intellectually curious, self-driven professional with a high attention to detail and a willingness to learn.
• You have strong communication skills and can clearly explain complex research.
• You enjoy working in a collaborative environment directly with colleagues from multiple backgrounds and areas of expertise.
• You are comfortable working at the coal face of a fast-paced trading environment.
• You take pride in and ownership of your work, care about quality and continuously strive for improvement, both individually and for the wider team.
• You are excited about how (and pro-actively research new ways that) AI could transform the operation of a systematic trading business.