PhD Quantitative Research Internship

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.

Role: PhD Quantitative Research Internship Base Office: London About the Role: iSAM is offering Quantitative Research Internship opportunities for PhD students in their penultimate year of study in a quantitative discipline.

These internships will take place during Winter 2026 and Summer 2027 and will run for 12 weeks. Roles are available across three key areas of the business: • Quantitative Trading within iSAM Securities • Quantitative Research within the iSAM Options desk • Quantitative Research within iSAM Funds As an intern, you will be fully embedded within your team and contribute meaningfully to live research and trading initiatives.

The role is research-focused and involves applying advanced statistical and mathematical techniques to develop and evaluate quantitative signals and strategies.

Responsibilities: You will work as part of a collaborative research team, tackling complex and intellectually challenging problems. Responsibilities may include: • Assisting in the research and development of systematic investment strategies across multiple asset classes • Analysing large and complex financial datasets to identify signals, patterns, and risk characteristics • Designing, implementing, and testing quantitative models using Python and relevant numerical and statistical libraries • Supporting the backtesting, performance analysis, and validation of trading strategies • Helping to maintain and enhance research infrastructure, tools, and data pipelines • Clearly documenting research methodologies and results, and presenting findings to senior researchers • Collaborating closely with portfolio managers, quantitative researchers, and technologists • Investigating enhancements to existing strategies, including improvements to risk management and execution assumptions Qualifications • PhD student in a quantitative field (e.

g.