At a Glance
- Tasks: Develop and support innovative quantitative trading strategies using cutting-edge technology.
- Company: Join a leading financial technology firm revolutionising algorithmic trading.
- Benefits: Competitive salary, flexible working, and opportunities for professional growth.
- Other info: Collaborative team environment with exciting career advancement opportunities.
- Why this job: Make a real impact in the fast-paced world of quantitative finance.
- Qualifications: 3 years in finance tech roles; strong Python and statistical skills required.
The predicted salary is between 50000 - 70000 £ per year.
i SAM is an innovative, financial technology firm specialising in quantitative trading, comprised of i SAM Funds and i SAM Securities.
i SAM 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.
i SAM 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 i SAM Helix is an Equities Statistical Arbitrage (Stat Arb) business line within i SAM Funds, which trades 24/6 globally. i SAM 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
- Develop and support complex quantitative Stat Arb 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.
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Helix Junior Quantitative Developer employer: Isam Securities
iSAM is an exceptional employer that fosters a dynamic and innovative work culture, perfect for those looking to make a significant impact in the financial technology sector. With a focus on employee growth and development, iSAM offers unique opportunities to shape data strategies and collaborate with talented professionals in a fast-paced environment. Located in a vibrant financial hub, employees benefit from access to cutting-edge technology and a supportive team atmosphere that encourages independent thinking and creativity.
