At a Glance
- Tasks: Develop and support complex quantitative trading strategies using cutting-edge technology.
- Company: Join an innovative financial tech firm leading in algorithmic trading.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Collaborative team culture with excellent career advancement opportunities.
- Why this job: Make a real impact in the fast-paced world of quantitative trading.
- Qualifications: 3 years in finance tech, strong Python skills, and a degree in STEM.
The predicted salary is between 54000 - 66000 £ per year.
iSAM is an innovative financial technology firm specialising in quantitative trading, comprised of iSAM Funds and iSAM Securities. iSAM Securities, regulated by the FCA, SFC, and CIMA, 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.
About the Role: iSAM Helix is an Equities Statistical Arbitrage (StatArb) business line within iSAM Funds, which trades 24/6 globally. iSAM Helix has been live since 2021 and continues to evolve rapidly as part of an ambitious roadmap focused on expanding strategy breadth and capacity. Helix consists of four groups: Research, Quantitative Development, Technology, and Data. The project is highly collaborative; the team are looking for a Quantitative Developer capable of working on all aspects of the trading platform - research, development, and live trading platforms. Technology is a front-line function within Helix, playing a critical role in systematic trading. Both the research platform and the production trading system are built on top of a custom implementation of high-performance python graph (DAG). The same graph framework is being used across the whole environment – research and back testing, live trading, analytics, risk, position keeping, and P&L.
Responsibilities: The opportunity would involve tackling complex problems in which you’d be a key part of a team working on a large breadth of challenges, including the following:
- Develop and support complex quantitative StatArb strategies involving large-scale data processing, sophisticated statistical modelling, portfolio construction, and highly optimised execution.
- Build and maintain systems handling highly diversified equity portfolios.
- Monitor transaction costs and behaviour of a high turnover strategy.
- Process and analyse vast historical datasets for research and back-testing, alongside real-time, tick-level market data for live trading.
- Contribute to the design and use of a high-performance, graph-based (DAG) framework enabling concurrent data processing for research and production.
- Monitor and manage execution quality, transaction costs, and market risks arising from changing market regimes and small statistical effects.
- Work closely with quantitative researchers to enhance tooling, frameworks, and shared feature libraries.
- Take ownership of system components in a fast-paced, agile environment, working both independently and collaboratively as required.
- Participate in live trading support, including interaction with orders and brokers as part of a rota (FCA certification required).
Qualifications:
- 3 years’ experience in a technical role within the finance industry (investment bank, hedge fund, and associated firms).
- Degree in Mathematics or Physics preferred; other STEM subjects such as Computer Science will also be considered.
- Python: Strong software developer with in-depth knowledge and experience.
- Numpy (including numba): in-depth knowledge is required.
- Strong knowledge of Unix systems (processes, memory, I/O).
- Deep understanding of statistical methods, numerical optimisation, and equity market microstructure.
- Experience working with graph-based (DAG) data processing frameworks.
Personal Attributes:
- Highly analytical with a strong sense of ownership and accountability.
- Comfortable tackling complex, ambiguous problems with limited oversight.
- Collaborative mindset with the ability to work closely with researchers, technologists, and trading operations.
- Calm and reliable under pressure, particularly in live trading environments.
Key Outcomes:
- Delivery of robust, scalable, and high-performance systems supporting live trading.
- Tangible improvements to research productivity, execution quality, and platform stability.
- Technical excellence and system ownership.
Helix Junior Quantitative Developer in London employer: Isam Corporation D/b/a
iSAM is an exceptional employer that fosters a dynamic and innovative work culture, where employees are encouraged to grow and develop their skills in the fast-paced world of financial technology. With a focus on collaboration and proactive engagement, the Associate Seller role offers unique opportunities for professional advancement while working alongside industry experts in a supportive environment. Located in a vibrant financial hub, iSAM provides its team with access to cutting-edge resources and a network of influential clients, making it an ideal place for those seeking meaningful and rewarding careers.
