Helix Junior Quantitative Developer

<div class="content-intro"><p>iSAM is an innovative, financial technology firm specialising in quantitative trading, comprised of iSAM Funds and iSAM Securities.</p> <p>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.</p> <p>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.</p></div><p></p> <p><strong>About the Role:</strong></p> <p>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 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&amp;L.</p> <p><br><strong>Responsibilities:</strong><br>The opportunity would involve tackling complex problems in which you’d be a key part<br>of team working on a large breadth of challenges, including the following:</p> <ul> <li>Develop and support a complex quantitative StatArb strategies involving large-<br>scale data processing, sophisticated statistical modelling, portfolio construction<br>and highly optimised execution.</li> <li>Build and maintain systems handling highly diversified equity portfolios.</li> <li>Monitoring transaction costs and behaviour of a high turnover strategy.</li> <li>Process and analyse vast historical datasets for research and back-testing,<br>alongside real-time, tick-level market data for live trading.</li> <li>Contribute to the design and use of a high-performance, graph-based (DAG)<br>framework enabling concurrent data processing for research and production.</li> <li>Monitor and manage execution quality, transaction costs and market risks<br>arising from changing market regimes and small statistical effects.</li> <li>Work closely with quantitative researchers to enhance tooling, frameworks and<br>shared feature libraries.</li> <li>Take ownership of system components in a fast-paced, agile environment,<br>working both independently and collaboratively as required.</li> <li>Participate in live trading support, including interaction with orders and brokers<br>as part of a rota (FCA certification required).</li> </ul> <p><br><strong>Qualifications:</strong></p> <p><br>3 years’ experience in a technical role within the finance industry (investment<br>bank, hedge fund and associated firms)</p> <ul> <li>Degree in Mathematics or Physics preferred; other STEM subjects such as<br>Computer Science will also be considered.</li> <li>Python: Strong software developer with in-depth knowledge and experience.</li> <li>Numpy (including numba): in-depth knowledge is required.</li> <li>Strong knowledge of Unix systems (processes, memory, I/O).</li> <li>Deep understanding of statistical methods, numerical optimisation and equity<br>market microstructure.</li> <li>Experience working with graph-based (DAG) data processing frameworks.</li> </ul> <p><strong>Personal Attributes:</strong></p> <ul> <li>Highly analytical with a strong sense of ownership and accountability.</li> <li>Comfortable tackling complex, ambiguous problems with limited oversight.</li> <li>Collaborative mindset with the ability to work closely with researchers, technologists and trading operations.</li> <li>Calm and reliable under pressure, particularly in live trading environments.</li> </ul> <div class="p-pdf_iframe__page" data-page-number="2"> <div class="textLayer" data-main-rotation="0"><strong>Key Outcomes:&nbsp;</strong></div> <div class="textLayer" data-main-rotation="0">&nbsp;</div> </div> <div class="p-pdf_iframe__page" data-page-number="3"> <div class="textLayer" data-main-rotation="0"> <ul> <li>Delivery of robust, scalable and high-performance systems supporting live trading.</li> <li>Tangible improvements to research productivity, execution quality and platform stability.</li> <li>Technical excellence and system ownership.</li> </ul> </div> </div>