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Helix Junior Quantitative Developer at iSAM Securities

Position Helix Junior Quantitative Developer
Posted 28 Jul 2026
Expired 27 Aug 2026
Company iSAM Securities
Location London | GB
Job Type Full Time

Job Description:

Latest job information from iSAM Securities for the position of Helix Junior Quantitative Developer. If the Helix Junior Quantitative Developer vacancy in London matches your qualifications, please submit your latest application or CV directly through the updated Jobkos job portal.

Please note that applying for a job may not always be easy, as new candidates must meet certain qualifications and requirements set by the company. We hope the career opportunity at iSAM Securities for the position of Helix Junior Quantitative Developer below matches your qualifications.

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 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 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.

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Job Info:

  • Company: iSAM Securities
  • Position: Helix Junior Quantitative Developer
  • Work Location: London
  • Country: GB

How to Submit an Application:

After reading and understanding the criteria and minimum qualification requirements explained in the job information Helix Junior Quantitative Developer at the office London above, immediately complete the job application files such as a job application letter, CV, photocopy of diploma, transcript, and other supplements as explained above. Submit via the Next Page link below.

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