Senior Quantitative Trader: Market-Making & Research Lead

Isam Securities; Greater London; Hybrid; GBP 120,000 - 250,000; Full time

Job summary

iSAM Securities in London seeks an experienced Quantitative Trader to lead and shape our exchange market-making efforts across FX, metals, futures and Crypto markets. You will work with researchers, engineers and traders to develop scalable strategies and establish a dedicated function.

The role targets a senior candidate with strong market microstructure knowledge, high-frequency data expertise, and a track record in deploying quantitative research from hypothesis to live trading.

Qualifications

• Advanced degree in an applied scientific or quantitative field.
• Significant experience in quantitative research for exchange market making.
• Strong domain expertise in market microstructure and electronic limit-order-book markets.
• Experience researching strategies using high-frequency market data at tick, order, or message level.
• Strong statistical and mathematical modelling skills.
• Experience taking quantitative research from initial hypothesis through to deployment and ongoing monitoring.
• Excellent Python skills and experience with quantitative research tooling. Exposure to C++ would be desirable.

Responsibilities

• Research and develop exchange market-making and OTC inventory liquidation strategies across FX, precious metals, futures and Crypto markets.
• Analyse limit-order-book behaviour, order flow, queue dynamics, liquidity, adverses election, and short-term price formation.
• Build rigorous research methodologies, including realistic simulation and back testing.
• Monitor live strategy performance and identify opportunities to improve profitability, robustness, capacity, and operational resilience.
• Investigate venue-specific behaviour, matching-engine mechanics, fee structures, ticksizes, market participants, and market-quality differences.
• Establish strong standards for research quality, reproducibility, and model governance.
• Contribute to the firm’s broader trading, risk, and technology roadmap.
• Over time, recruit, mentor, and lead a team of quantitative traders.

Skills

Python

C++

Quantitative research

Market microstructure

High-frequency data

Education

Advanced degree in quantitative field

Tools

Backtesting

Simulation

Job description

iSAM Securities in London seeks an experienced Quantitative Trader to lead and shape our exchange market-making efforts across FX, metals, futures and Crypto markets. You will work with researchers, engineers and traders to develop scalable strategies and establish a dedicated function.

The role targets a senior candidate with strong market microstructure knowledge, high-frequency data expertise, and a track record in deploying quantitative research from hypothesis to live trading.