Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
The Execution Engineering team is responsible for ensuring the firm has access to a reliable, comprehensive means of trading as well as working with our modeling teams to reduce the market impact costs of trading. In this role, you will use your knowledge of market structure and high performance programming techniques to improve our platform and capabilities. There may also be an opportunity to take on people management responsibilities in the future.
You will take on the following responsibilities:
- Design, engineer, specify and implement software for trading numerous financial instrument types.
- Engineer computer models for different financial markets, instruments, and investment transactions to build/engineer a software system for model simulation, trading, and operation.
- Design, develop, engineer, and implement various financial trading and execution measurement software applications.
- Extend trading software platform to cover new markets and new asset classes, accounting for the financial details of those securities; review software code for errors and improvements.
- Monitor the daily production automated trading, risk management and order flow.
- Provide software support to traders executing their portfolio orders.
- Work with modelers and researchers to develop/engineer software that deploy new trading tactics, and gather market and execution data, and support the development of their statistical and numerical software models.
- Analyze trading performance of software and other quantitative measures to inform decision making regarding software financial trading systems.
You should possess the following qualifications:
- C++, or other systems software development experience in Linux;
- Distributed systems and networking (TCP/IP, UDP multicast, application-level protocol development);
- Low-latency software techniques (lock-free programming, shared memory, cache-aware data structures, garbage collection);
- Knowledge of market microstructure (matching engines, exchange gateways, order management);
- Experience with automated trading systems (order entry and market data protocols like CTA SIP, UQDF SIP, FIX, FAST, OUCH, ITCH, PITCH, BOE); and
- Experience working with financial markets (participants and details of assets like equities, futures, options and forex).
- Systems scripting in Linux (including experience in Python scripting)
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
- Hybrid Work Policy: Flexible in-office days with budget for home office setup
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.