iSAM
Helix Junior Quantitative Developer
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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 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.
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 is 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.
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Both the research platform and the production trading system are built on top of custom implementations of high-performance Python graphs (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 modeling, portfolio construction, and highly optimized execution.
- Build and maintain systems handling highly diversified equity portfolios.
- Monitor transaction costs and the behavior of a high turnover strategy.
- Process and analyze 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).
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Qualifications:
- 3 years’ experience in a technical role within the finance industry
- Degree in STEM subjects such as Computer Science, Maths, or Physics
- Python: Strong software developer with in-depth knowledge and experience.
- Numpy (including Numba): in-depth knowledge is required.
- Knowledge of Unix systems (processes, memory, I/O).
- Understanding of statistical methods, numerical optimization, 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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