Senior Software Engineer, Modeling Engineering - London (City)
London, London, United Kingdom
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.
Our Modeling Engineering teams use a suite of open source and proprietary tools to build the environments that test (perform powerful simulations) and deploy our quantitative strategies (predictive models) throughout their entire lifecycle. They actively use and contribute to Apache Arrow, Mesos, Spark, Jupyter, NumFOCUS and pandas. Modeling Engineering in London is represented by the Sims Scoring & Flow Engineering team (SSF) which is co-located between London and New York.
SSF engineers solve challenges relating to both scale and speed. Besides the sheer size of the code-base, one of the greatest challenges is to take a process that is both very computer intensive and very sequential, and compress the runtime from a number of years to several hours. This challenge stretches our engineers beyond simple optimization and pushes them to take a step back, question what really needs to run and what is optional, precompute as much as possible, distribute the system even if it’s sequential, and make the right assumptions.
You will take on the following responsibilities:
- Apply creativity, rigor, and collaboration to help plan and execute the growth of Two Sigma
- Participate in crafting the long-term strategy and operating model of the firm
- Have ownership and accountability around specific initiatives, including highly strategic projects
- Drive execution of new business initiatives through a range of structures
You should possess the following qualifications:
- A strong academic record with a degree or concentration in Computer Science, Computer Engineering or a scientific discipline.
- 5-10 years Computer Science experience developing production-ready backend services - treating, reliability, speed, continuous uptime, etc. as first-class citizens.
- Have proven technical abilities and a passion to teach and share. Proficiency with Java, C or comparable languages. Additional scripting languages (Python, Groovy, Bash) desired but not required.
- Strong communication skills, keen attention to detail, readiness to challenge assumptions and obsession with building quality software.
- We are open-minded in our search for critical thinkers who are passionate about technology.
- While we analyze the data-rich domain of finance, financial experience is not a requirement.
- A background in mathematics or statistics is desired but not required