Careers at Isam

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: Enthusiasm. Strong communication skills. Ability to work collaboratively. Attention to detail. Ability to adapt in a rapidly evolving environment.

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 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. 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.

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 Tensor is a brand-new business unit (founded in August 2026) with the remit to build a new systematic, multi-strategy trading platform that will start trading in December 2026. The Tensor team is responsible for every aspect of the platform, from data to strategy development to portfolio construction to execution to production monitoring, ensuring the system is stable, scalable and robust. They take an idea from inception to production. As we grow the platform and onboard additional strategies and asset classes, we are looking for an experienced quant developer to join our London team. This is a key hire for the team, giving the successful candidate the opportunity to join a new systematic trading business at the beginning. This is a hands-on position in an intentionally flat structure within a collaborative team where you will directly contribute to every part of the platform. You will work with researchers, quant developers and engineers from across the firm to drive our success. Responsibilities: Produce and maintain professional, high-quality, scalable code. Work closely with researchers to aid strategy and portfolio development and ensure that strategies (written in Python) are robust and performant in production. Pro-actively find ways to improve all aspects of the platform. Support the platform in production on a support rota once certified. Qualifications: Strong, hands-on Python developer. A minimum of 5 years’ experience working closely with researchers on a quant research code base within a systematic trading business. Proven ability to deliver well tested, well monitored systematic trading software Personal Attributes: You are a smart, intellectually curious, self-driven professional with a high attention to detail and a willingness to learn. You have strong communication skills and can clearly explain a complex system. You enjoy working in a collaborative environment directly with colleagues from multiple backgrounds and areas of expertise. You are comfortable working at the coal face of a fast-paced trading environment. You take pride in and ownership of your work, care about quality and continuously strive for improvement, both individually and for the wider team. You are excited about how (and pro-actively research new ways that) AI could transform the operation of a systematic trading business.

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: Our team builds and operates the low-latency distributed systems at the core of our trading platform - market data, order routing, pricing, execution, risk, and the messaging fabric that ties them together. This is a hands-on senior engineering role for someone who has architected such systems in a trading environment, not just maintained them. You will join a collaborative team where you have a strong technical voice, contributing to design and driving both the systems and the engineering processes around them to a better state. Responsibilities: Contribute to and help shape the design of latency-critical distributed components: market data, order routing, execution, risk, and the messaging fabric between them. Drive systems and engineering processes to a better state: identify weaknesses, propose direction, and deliver improvements end to end. Reason about the full latency stack across network, hardware, OS, and language layers, and make deliberate, measured trade-offs. Deliver at scale across multiple engineers and teams: set technical direction, align stakeholders, and coordinate delivery. Qualifications: Fluent in modern C++. Proven track record designing critical low-latency distributed systems in a hedge fund, prop trading, or investment banking environment. Concrete, demonstrable understanding of what drives a latency profile across the network, hardware/architecture, OS, and language layers. Demonstrated ability to deliver large efforts spanning multiple people and teams. Enough hard-won production experience ("scars") to know which approaches to avoid and why. Experience delivering performance-critical systems measured and tuned against demanding latency targets. Exposure to exchange connectivity and market data) Personal Attributes: Positive, pragmatic, and collaborative under pressure. A driver, not a passenger: you move systems and teams forward rather than maintaining the status quo or talking without shipping. Deeply aware of trade-offs - performance vs. complexity vs. maintainability vs. delivery time.