Quantitative Trader – iSAM Securities

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. #J-18808-Ljbffr