Fixed Income Quantitative Researcher: Derivatives Relative Value Group

New York, New York, United States

Ref#: POS-11748

Share with: Facebook Twitter Send to a friend

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 challenging economic problems. Our work spans across markets and industries, from insurance and securities to private investments and new ventures.

We are looking for a quantitative researcher with an excellent background in interest rate markets, statistical techniques and data analysis to join the Derivatives and Relative Value team. In this role, you will navigate the full research process and apply a rigorous scientific approach to design sophisticated investment models for trading interest rates and their derivatives in a variety of global markets.

You will take on the following responsibilities:
  • Build new and improve existing systematic strategies for trading linear and non-linear interest rate products, with workflows ranging from idea generation and data exploration to statistical analysis and model implementation
  • Contribute to an innovative quantitative research and simulation platform
  • Collaborate in a team environment with 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
  • Expertise in data science: estimation methods, time series analysis, machine learning techniques
  • Advanced degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science
  • 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
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
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.