Quantitative Software Engineer: Feature Engineering

London, London, United Kingdom

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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 challenging economic problems.

Two Sigma's data engineering platform enables us to harness some of the world's most complex & diverse content, as we structure and integrate new datasets into an ecosystem of syndicated financial and industry-specific data products. Two Sigma's Feature Engineers are focused on joining, enriching, and transforming datasets into novel creative measures of economic activity. 

You will take on the following responsibilities:


  • Design & implement granular domain-specific features from data, relating them to company, industry, and macroeconomic factors
  • Manage requirements for a set of dependent data products derived from a large portfolio of integrated data feeds
  • Own end-to-end data workflows and develop deep domain expertise on the underlying actors and behaviors manifested through data
  • Collaborate directly with modeling teams to understand and support their efforts through the creation of bespoke feature sets and other data products
  • Contribute to data sourcing strategy across multiple industry data verticals supporting our prediction efforts

You should possess the following qualifications:


  • 5+ years of experience in data analysis or similar role, preferably in an industry setting
  • Advanced degree in Computer Science is preferred
  • Demonstrated experience highlighting innovation, creativity, and intuition, e.g the ability to laterally identify other sources of useful information and think 'outside the box'
  • Strong coding skills with data-frames are a prerequisite, example platforms include Pandas, R, Matlab, and Apache Spark
  • Some prior experience in finance would be beneficial but not required
  • Strong written & verbal communication and presentation skills, with experience crafting a compelling narrative supported by data

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.