Digital Asset Quantitative Trader - London - Two Sigma Securities

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.

Two Sigma Securities (TSS) is the systematic market-making and trading arm of Two Sigma. TSS brings a scientific approach to trading and risk management to make markets more efficient. Our team trades globally across a variety of asset classes, leveraging our high performance trading system to regularly execute over a billion shares per day. We value the insights of our colleagues and encourage them to innovate and shape their work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques, to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.

We are seeking an experienced, quantitative trader with a passion for cryptocurrencies/digital assets to join our Market Making and Intraday Alpha team (MMIA) to oversee strategy development and portfolio performance for our digital asset trading within Two Sigma Securities. Ideal candidates will have industry or personal experience researching, developing, testing, and deploying short-horizon trading strategies with a particular focus on cryptocurrencies/digital assets.

  • Continuously iterate and improve performance of digital asset trading business by:
  • Working closely with quantitative researchers and engineers to develop new trading tactics and continuously improve existing strategies pricing and risk management capabilities
  • Work with the Risk team to guide the portfolio through market stress events
  • Help build analytical tools to better understand our trading activities and the market opportunities we wish to pursue
  • Develop processes around data assimilation and analysis to create insight into the firm’s trading and generate ideas for system improvement
  • Analyze low latency market microstructure data to gain insight into how our tactics interact with the market and how to improve them further

Minimum qualifications:
  • 3+ years of experience working for a similar field
  • A degree in an analytical or quantitative discipline such as statistics, mathematics, physics, electrical engineering, or computer science
  • Excellent analytical and mathematical skills
  • Demonstrated knowledge of advanced algorithms and data science techniques
  • Technical aptitude for large scale data analysis
  • Knowledge of scripting languages such as Python and Bash

Ideal Qualifications
  • Prior experience trading cryptocurrencies/digital assets on exchange
  • Advanced programing skills in at least one programing language (C, C++ preferred)
  • Programming skills in developing high-performance, multi-threaded applications in Linux environment
  • Experience performing an in-depth research project leveraging real-world time-series data, experience with using Python preferred.  
  • Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
  • Willingness to work outside of standard UK market hours (2PM-10PM)

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.