Quantitative Trader – iSAM Securities

iSAM; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

Join a dynamic and innovative firm as a Quantitative Trader, where your expertise in algorithmic trading models and quantitative research will drive success in the fast-paced world of electronic trading. This role offers the opportunity to work with cutting-edge technology and collaborate with a talented team focused on optimizing trading strategies across various markets, including FX and Crypto. With a strong emphasis on creativity and problem-solving, you will contribute to a culture that values new ideas and methods. If you are a motivated self-starter with a passion for finance and technology, this is the perfect opportunity to make a significant impact in a thriving environment.

Qualifications

• Strong academic background in quantitative fields.
• Experience implementing machine learning models in financial markets.

Responsibilities

• Research and develop algorithmic trading models.
• Engage in solving problems across trading platform aspects.

Skills

Mathematics

Physics

Computer Science

Machine Learning

Python

Java

Market Microstructure Research

Education

Bachelor's Degree in Mathematics

Bachelor's Degree in Physics

Bachelor's Degree in Computer Science

Tools

KDB

C#

Linux

Postgres

Job description

Quantitative Trader – iSAM Securities

Department: iSAM Securities - Electronic Trading

Employment Type: Permanent

Location: London

Description

iSAM’s technology stack is primarily developed in-house and (where appropriate) shared between business lines. Our core technology platform includes Java, Linux, KDB, Python, and Postgres, with satellite processes in C#.

Key Responsibilities

Quantitative traders are responsible for researching and developing the firm’s algorithmic trading models. Applied quantitative research is deployed across all aspects of our trading platform. The team actively engages in solving problems across a broad range of subjects, from signal research to risk management, portfolio optimization, and order execution. The culture is collaborative, with research owned front to back, and openness to new ideas and methods.

About You

• Strong academic background in Mathematics, Physics, Computer Science, or another quantitative field.
• Experience implementing machine learning models in FX, Crypto, or Futures markets.
• Expertise in market microstructure research.
• Prior experience in an electronic market-making business.
• Team-oriented mentality.
• Strong proficiency in Python and/or Java.
• Creative, motivated, self-starter.

If coming from a traditional finance background, candidates must have a demonstrable interest in Crypto Markets.

Nice to Have

• Q/Kdb+
• Experience and/or interest in crypto markets.
• Prior experience in an electronic market-making business.
• High-frequency alpha research experience.

FCA Senior Managers and Certification Regime classification. Certified.