Quantitative Researcher - Fixed Income

Location: New York, New York, United States

Ref#: POS-14126

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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.

We are looking for a quantitative researcher with an excellent background in statistical techniques and data analysis. In this role, you will navigate the full research and trading process and apply a rigorous scientific approach to design sophisticated fixed income investment models.

You will take on the following responsibilities:
• Use a rigorous scientific method to develop and test sophisticated quantitative fixed income investment models and trading strategies
• Play a key role in all aspects of our cutting-edge fixed income investment process, with exposure to workflows including alpha idea generation, statistical analysis, model implementation, portfolio construction, execution and trade analysis 
• Develop deep fixed income market expertise, awareness, and intuition, with a particular focus on relative value analysis


You should possess the following qualifications:
• 1-4 years of relevant working experience. Familiarity with fixed income markets/products/analytics is a plus
• Degree in a technical or quantitative disciplines, like statistics, mathematics, physics, electrical engineering, or computer science (all levels welcome, from bachelor’s to doctorate). 
• Advanced degree in finance and economics with experience in applying quantitative approaches also welcome
• Intermediate skills in at least one programming language (ideally Python or C++)
• Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
• Genuine interest in understanding markets with quantitative tools
• Ability to formulate basic systematic investment hypothesis based on economic principles

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

The base pay for this role will be between $165,000 and $300,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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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