Portfolio Analyst - Systematic Macro
New York, New York, United States
Researchers and portfolio managers at Two Sigma are passionate about model building, data analysis, and the possibilities that they hold for exploration, insight, and illumination. We seek individuals who are curious, intellectually driven, practical, and purposeful. Our team is comprised of a diverse set of empirical and imaginative thinkers – eager to mix quantitative discipline with creative problem solving coupled with a love of challenges posed by financial markets.
We are seeking a creative and research-minded portfolio analyst to join the systematic macro research team. This elite team leads research and portfolio decisions for one of the industry’s top global macro funds, and takes an collaborative approach to the research and development process. Contributing to the business’s success requires ownership of an expansive range of responsibilities including, but not limited to:
- Develop a comprehensive understanding of fixed income, currencies, equity index, and commodity markets
- Develop a deep understanding of all aspects of systematic portfolio management
- Manage large global portfolio trading across all major time zones and understand key market drivers
- Drive strategic and impactful business initiatives including launching new markets and measurable improvements to systematic portfolio construction
- Achieve high risk adjusted returns through proactively analyzing data, running simulations, and pursuing wide-ranging research projects
- Bachelor’s degree in a quantitative field
- A post-graduate degree indicating strong quantitative and technical ability is preferred
- 3-5 years relevant experience in a quantitative analyst or portfolio management role ideally.
- Adept coding experience utilizing; Python, R or Matlab is a prerequisite.
- Solid statistical knowledge and familiarity with packages such as Numpy/Scipy/Pandas, R, or Matlab
Applicants selected will be evaluated on both their technical skills and their ability to demonstrate clear judgment, creativity, critical thinking, keen attention to detail, and intellectual honesty