Data Scientist - Security Engineer

New York, New York, 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.

The Security Incident Response Team ("SIR") at Two Sigma operates an investigations program aimed at understanding and resolving a variety of technical, cyber and physical incidents.  The team collects terabytes of data from a wealth of sources each day to facilitate risk identification and alerting.  As a Data Scientist you will be responsible for generating detection algorithms as well as automated alerting and remediation strategies.  This position will lead the team’s efforts in this area and provide support and guidance for security analysts. 

You will take on the following responsibilities:
  • Lead Security’s machine learning program to identify and remediate threats 
  • Manage security logging and alerting (log ingestion, redaction, sanitization, etc.) 
  • Create UBA/UEBA models to identify insider risk
  • Develop metrics to track and improve algorithmic performance
  • Identify new log sources to improve coverage
  • Create threat models to identify new areas for analysis

You should possess the following qualifications:
  • Expertise with machine learning and natural language processing techniques
  • Expertise with Python, and TensorFlow or pyTorch
  • Knowledge of threat vectors and attack methodologies (both internal and external)
  • Experience with SIEMs and Big Data Analytics Tools/Data Warehouses (BigQuery preferred)
  • Experience with both Windows and Linux operating systems
  • Experience with network security logs and other log sources

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
  • Hybrid Work Policy: Flexible in-office days with budget for home office setup

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.