Software Engineering Manager - Quantitative Components

New York City, New York, United States

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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.

Quantitative Components mission is to enable new research and business opportunities by expanding and extending our current offering of products. We achieve results through having a quantitatively precise, accurate, and consistent system, as well as close partnerships with modeling, business and engineering teams. The components we manage all involve advanced research and techniques. Examples include portfolio optimizers, risk models, and multiple rich data sets derived from more primitive data sets and consumed as inputs by our price forecast models.  The quantitative software engineers on this team partner directly with modelers to create hypotheses, run backtest experiments, and deploy to the live trading system new ideas that generate billions of dollars for our investors.  To that end, we are looking to expand this group and searching for a hands on Engineering Manager to join the group’s management team. This person will be responsible for managing members of the engineering team and contributing to the strategic direction of Quantitative Components.

You will take on the following responsibilities:

  • Manage, oversee, and immerse yourself in the day-to-day activities of a small team of 3+ skilled quantitative software engineers. 

  • Improve features, performance and scalability of Quantitative Components to meet the experimentation demands of our Modelers and reliability needs of our production trading systems, and ensure they are able to be used easily in new environments and systems as they become important (cloud ready, access via notebook, etc).

  • Ensure that department milestones/goals are achieved in a timely fashion. 

You should possess the following qualifications:

  • At least 2+ years of proven people management skills leading an engineering team.

  • Excellent communication skills.

  • Strong skills in both quantitative analysis and software engineering, combined with team leadership and project delivery experience.

  • Knowledge of standard algorithms and finance (particularly areas of risk modeling and portfolio optimization) is preferred but not strictly required (no individual is expected to be an expert in everything, but candidates should have a solid base of skills).

  • Knowledge of more esoteric numeric algorithms and low level performance optimization,  statistical methods, convex optimization and finance and market structures are beneficial.

You will enjoy the following benefits:

  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, 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, sick days, and 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.