Data Scientist - Security Engineer

Location: New York, New York, United States

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Data Scientist- Security Engineering

Two Sigma is a different kind of investment manager. Since 2001, we have used data science and technology to derive insights that forecast the future and discover value in markets worldwide. Our team of scientists, technologists and academics looks beyond traditional finance to understand the bigger picture and develop creative solutions to some of the world’s most challenging economic problems. Our work spans across markets and industries, from insurance and securities to private investments and new ventures.

The Security Incident Response Team ("SIR") at Two Sigma operates an investigations program aimed at understanding and resolving a variety of technical, cyber and physical incidents.  The team collects terabytes of data from a wealth of sources each day to facilitate risk identification and alerting.  As a Data Scientist you will be responsible for generating detection algorithms as well as automated alerting and remediation strategies.  This position will lead the team’s efforts in this area and provide support and guidance for security analysts. 

You will take on the following responsibilities:

  • Lead Security’s machine learning program to identify and remediate threats
  • Create UBA/UEBA models to identify insider risk
  • Develop metrics to track algorithmic performance
  • Drive false positives and noisy alerts down to facilitate Security Analysts’ work
  • Identify new log sources to improve coverage
  • Create threat models to identify new areas for analysis

You should possess the following qualifications:

  • Expertise with machine learning, artificial intelligence and natural language processing techniques
  • Experience with BigQuery, Splunk and SIEM usage
  • Expertise with Python, and TensorFlow or pyTorch
  • Knowledge of threat vectors and attack methodologies focusing on both internal and external actors


You will enjoy the following benefits:

  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance
  • Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
  • Learning: Tuition reimbursement, conference and training sponsorship
  • Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves

We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

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