Performance Optimization Engineer
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
Two Sigma Securities brings a scientific approach to systematic trading and risk management to make markets more efficient. Our team trades over 10,000 US equities and 4,000 listed options, leveraging our high performance trading system to execute over 850 million shares per day. Two Sigma Securities is entering an exciting growth phase. We value the insights of our colleagues and encourage them to innovate and shape their own 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.
In this role, you will join our close-knit team of quantitative researchers, engineers, and traders to make data-driven improvements on the performance of our low latency trading systems.
This role is a great opportunity for a self-starter to make a meaningful impact on the business, by scoping solutions to the most interesting challenges of operating a high performance trading platform. This individual will work with modeling and engineering partners to identify bottlenecks, and have the mandate to prototype innovative solutions to push our next generation trading system forward, with a particular focus on low latency software development, networking, market data processing, and hardware acceleration.
You will take on the following responsibilities:
- Continuously iterate and improve performance of our state-of-the-art trading system by:
- Systematically analyzing network captures and handling large data sets
- Measuring latencies across our network and trading stack to identify new optimization opportunities
- Driving platform innovation and experimentation with emerging hardware and software solutions to improve performance and eliminate system bottlenecks
- Driving technology adoption across our networking, market data and FPGA teams and helping to direct and prioritize development work
- Communicating effectively with the various engineering and trading teams on the latest systems performance information and potential improvements
You should possess the following qualifications:
- 3+ years experience working in the low latency trading industry in a similar capacity
- Preferred degree in computer engineering, computer science or electrical engineering
- Linux and Python experience required
- C/C++ experience preferred
- Knowledge of the full stack of a trading system whether it be low level networking or computer hardware up to the applications that run on top of it
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.