Sami’s primary responsibility is to develop LGIM’s trading research function to embrace a more quantitative and data-driven approach. Until 2018, he held the title of Quantitative Analyst providing fund and market analytics within the LDI team. Sami joined LGIM in 2013 from River and Mercantile Derivatives where he had a similar role. Prior to that, he worked for Mako Global, designing quantitative volatility arbitrage strategies, and at BGC Partners as an interest rate and inflation quantitative analyst. Sami graduated from Columbia University with an MA in mathematics of finance and holds an MSc in mathematics and computer science from ENSIIE.