iSAM Securities: Quantitative Developer - Crypto

iSAM Securities: Quantitative Developer – Crypto

Department: iSAM Securities – Development

Employment Type: Permanent

Location: London

Description

iSAM Securities combines innovative technology and robust risk management to identify trading opportunities and provide electronic liquidity in spot FX, Futures, Crypto currency instruments and Index Swaps to its client base. High-performance, distributed systems handle high message rates, large order bursts, and significant market risk. In addition to developing and managing the technology stack from price construction to risk management and order execution, the quantitative development team work closely with quantitative researchers to implement new trading models, and the firm’s trading team who actively monitor the system.

Key Responsibilities

• Work closely with the quant research team on a greenfield build to provide a crypto market making capability in Java
• Contribute to the monitoring, development and improvement of the trading strategies on an ongoing basis, including robust risk management and mark-to-market portfolio valuation
• Establish automated deployment management via AWS (or similar) for optimal trading performance
• Develop components alongside the existing high performance trading architecture

Skills, Knowledge and Expertise

• Strong academic background in a numerate or technical subject
• Experience of developing and maintaining crypto market-making strategies both on exchange and/or OTC
• High degree of proficiency in Java
• Ability to work closely with quantitative researchers to implement and improve trading strategies
• Some exposure to Java technologies such as SBE, Aeron and Disruptor
• Experience of cloud-based automated deployment strategies.
• Any Python/KDB experience is nice to have
• Exposure to mathematical modelling and machine learning techniques

Personal Attributes:

• Team oriented mentality
• Strong troubleshooting, problem solving and ownership skills
• Creative, motivated, self-starter

Key Outcomes:

• Develop a high-performance crypto market-making platform that has:
• Accurate control and risk management
• Deterministic and replayable trading system behaviour
• Quick and accurate real-time signal processing

This project represents a great opportunity for a motivated engineer to architect a greenfield trading platform in a meritocratic environment. There is considerable scope for writing and improving the trading strategies in collaboration with our highly skilled team of quants and engineers. The successful candidate will gain valuable exposure to existing strategies deployed across other asset classes outside of crypto, providing an opportunity for growth.

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