Helix Quantitative Developer

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 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:
The opportunity would involve tackling complex problems in which you’d be a key part
of team working on a large breadth of challenges, including the following:

• Develop and support a 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.
• Monitoring 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.