Java Quantitative Developer - iSAM Securities

Greenhouse Software, Inc.; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

ISAM Securities in London is seeking a highly capable Quantitative Developer to join the in-house trading platform team. You will build ultra-high-performance front-office software for pricing, execution and risk management, using Java and C++ in a 24x7 production environment.

You will collaborate with quantitative researchers to implement models at scale, design distributed systems, and manage releases while trading. Knowledge of Python or C++ and agile problem-solving are welcome.

Qualifications

• Outstanding Java coding with an interest in finance and technology.
• Experience of very high performance zero-GC and lock free software engineering in Java.
• Experience with Aeron, Disruptor, SBE, Artio or Agrona and HA/distributed systems concepts.
• Knowledge of Python/C++ advantageous.

Responsibilities

• Build ultra high-performance front-office software for pricing, execution and risk management.
• Work closely with our quantitative research team to reliably implement models in a scalable and HA fashion.
• Develop in a manner to reflect the 24x7 operation of our trading platform, including distributed systems design and the deployment of software releases whilst trading.

Skills

Java

Zero-GC Java

Lock-free

Distributed systems

Python

C++

Tools

Aeron

Disruptor

SBE

Artio

Agrona

Job description

London

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 Securities trading platforms are entirely owned and build by in-house teams. We typically use Java (and C++) for server-side development with KDB and Postgres data storage, with financial modelling done in Python. The platforms are under active development, and entire areas are being re-implemented from the ground up. All work in this team is on the critical path – we handle more than 4T USD annually –everything counts!

Responsibilities:

• As part of the small, highly skilled ISAM Securities Quantitative Development team, you will be expected to:
• Build ultra high-performance front-office software for pricing, execution and risk management.
• Work closely with our quantitative research team to reliably implement models in a scalable and HA fashion.
• Develop in a manner to reflect the 24x7 operation of our trading platform, including distributed systems design and the deployment of software releases whilst trading

Qualifications:

• Outstanding Java coding with an interest in finance and technology.
• Experience of very high performance zero-GC and lock free software engineering in Java.
• Experience of and understanding of the LMAX set of open-sourced software tools (Aeron, Disruptor, SBE, Artio, Agrona).
• Experience of solving HA problems and distributed systems challenges is useful (especially Aeron cluster / Raft).
• Any knowledge of Python/C++ and scientific computing would be advantageous.
• Pragmatic mindset with strong problem-solving abilities.
• Excellent attention to detail and organisational skills.
• Self-motivated with ability to work with minimal supervision.

Personal Attributes:

• Ability to work collaboratively.
• Ability to adapt in a rapidly evolving environment.