Options Quantitative Developer

Isamcapitalmarkets
Greater London, UK
1 day ago
Apply on www.collegerecruiter.com
Prepare application

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours

Tech stack

Java (Programming Language) Adobe InDesign Algorithmic Trading Databases Middleware PostgreSQL Software Architecture Apache Kafka Vertica

Job description

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:

The iSAM Options team researches, develops and operates an options platform that enables the systematic trading of options across multiple asset classes for the iSAM group.

The team is responsible for the platform at every layer, from feed handlers through realtime pricing and analytics, strategy operation and execution.

As we grow and onboard additional asset classes and strategies into the platform, we are looking for experienced quant developers to join our London team.

In this hands-on position you will be exposed to every part of the platform and will work directly with researchers, quant developers and engineers from across the firm to drive our success.

Responsibilities:

  • Write professional, high-quality, scalable and efficient Java and Python code
  • Work closely within the team to design and implement platform components
  • Actively build relationships with platform stakeholders across the firm.
  • Support and execute our internal strategies on a support rota once certified

Qualifications:

Required

  • Experience with options or other financial derivatives
  • Java expertise with a strong foundation in design and software architecture
  • Proven ability to deliver well tested, well monitored software in a hands-on role

Preferred

  • Relational and analytic databases (e.g. Postgres, Clickhouse)
  • Messaging and middleware (e.g. Aeron, Kafka)

Personal Attributes:

You are a smart, self-driven professional with a curious mind. You are comfortable working at multiple levels of abstraction. You enjoy working directly with colleagues from multiple backgrounds and areas of expertise. You commit to carrying requirements from analysis through implementation, release and operation. You are highly productive individually, but have a strong commitment to team success.

Requirements

Required

  • Experience with options or other financial derivatives
  • Java expertise with a strong foundation in design and software architecture
  • Proven ability to deliver well tested, well monitored software in a hands-on role

Preferred

  • Relational and analytic databases (e.g. Postgres, Clickhouse)
  • Messaging and middleware (e.g. Aeron, Kafka)

About the company

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.

Apply for this position

This job is hosted externally. Click below to view the full posting and apply.

Apply on www.collegerecruiter.com
Prepare application

Good distractions

Talks and stories from around this role — technically off-topic, practically not.

1:18 min

Implementing routing middleware for seamless multi-fragment origination

Igor Minar Igor Minar +1 · World Congress 2025

3:04 min

Database evolution and the funding behind vector databases

Erik Bamberg · LIVE

1:45 min

Building IT systems for global finance markets

Anastasia Troitskaya Anastasia Troitskaya · World Congress 2024

4:19 min

Securing API requests with frontend interceptors and backend middlewares

Bartosz Pietrucha · JS Congress

4:01 min

Managing application isolation via pluggable database models

Wei Hu Wei Hu · World Congress 2022

1:28 min

Building shared Java modules and analyst targeting platforms

Chris Heilmann +2 · LIVE

Videos

See all

Related articles

See all