Fixed Income Modeler/ Relative Value Trader
New York, New York, United States
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.
We are looking for experienced relative value researchers and traders to join our Fixed Income Relative Value team. The ideal candidate has applied quantitative modeling and statistical techniques to finding profitable trading opportunities, whether they run in automated systems or with human oversight.
You will take on the following responsibilities:
- Build and improve trading strategies, including both systematic strategies and frameworks for finding alpha in disciplined discretionary opportunities.
- Contribute to the design and development of risk measurement and portfolio management of a large scale portfolio of highly liquid fixed income assets.
- Collaborate with a team of researchers and engineers.
You should possess the following qualifications:
- 3-7 years of experience as a Quantitative Researcher with focus on Fixed Income.
- Knowledge of interest rate markets and products.
- Applied knowledge of statistical techniques.
- Excellent skills in at least one programming language (like Python, Java, C or C++).
- Ability to tackle in-depth research projects, discover creative solutions and communicate complex ideas clearly.
- An advanced degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science is preferred but not a requirement.
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.