Software Engineer: Systematic Macro Engineering

Houston, Texas, United States

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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.

Two Sigma’s systematic macro business is planning to expand significantly over the next few years. To support this growth, the Systematic Macro Engineering team builds quantitative software for the research and trading of Two Sigma’s systematic macro business across a wide range of techniques. We work on a variety of strategic and tactical projects ranging from building macro factor models, computing macro instrument returns to construct macro portfolios, speeding up macro research simulations and building modeling tools for macro alpha modelers.

We are currently looking for strong software engineers to join the Systematic Macro Engineering team. In this role, you will collaborate with a sophisticated set of users, product managers, engineering leaders and teammates to deliver world-class software for Two Sigma’s systematic macro business.

You will take on the following responsibilities:
  • Develop a deep understanding of 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:
  • A minimum of a bachelor’s degree in a technical or quantitative field.
  • Strong design, implementation and debugging skills
  • A track record of successfully releasing high quality software products
  • A team player, able to work smoothly with modeling and engineering partners 
  • Rich engineering experience in the quantitative software engineering domain is a big plus

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.