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 difficult economic problems. Our work spans markets and industries, from insurance and securities to private investments and new ventures.
In Quantitative Components, we own the systems that drive Two Sigma’s ability to make singularly accurate forecasts in a world of uncertainty. The team builds the core components at the heart of Two Sigma’s forecasting, simulation and optimization. These systems are essential for the success of Two Sigma and touch all parts of the research, modeling and trading environments. Engineers working on Quantitative Components will be directly responsible to our core business and will be expected to understand, build, iterate and expand on the research done by our world class research groups. Our engineers will need to engage with research topics and cover new domains quickly; build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a complex and mission critical domain. The ideal candidate is someone with a strong engineering and quantitative background - we work at the intersection of engineering and quantitative research.
You will take on the following responsibilities:
- Develop a deep understanding in multiple research domains.
- Become a technical expert for the systems underpinning these research areas and help evolve these components.
- Work closely with our research partners to ideate and iterate within new areas of research. Engineers will be expected to be comfortable prototyping implementations, designing new architectures and productionalizing research insights.
- Perform quantitative analysis to characterize and understand the quantitative impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders.
You should possess the following qualifications:
- Ideally 3+ years of experience in software engineering and quantitative analysis.
- At a minimum, a bachelor's degree in computer science, applied mathematics, or another technical/quantitative discipline from a top university.
- Knowledge of more esoteric numeric algorithms and low level performance optimization, statistical methods, convex optimization and finance and market structures are beneficial.
- Excellent communication skills.
You will enjoy the following benefits:
- Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, 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, sick days, and 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.