Quantitative Analyst – Portfolio Research

New York, New York, United States

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Quantitative Analyst – Portfolio Research

 

Researchers at Two Sigma are the explorers and the dreamers of what's possible and what's next.

They delve into the vast sea of data in the pursuit of truth. Guided by the scientific method and driven to unearth the new, they devise models that begin with inspired ideas or economic hypotheses. In a systematic, process-driven fashion, these models are expanded, tested, and, if successful, integrated into our investment portfolios. These models seek to predict the future and provide a market edge.


At Two Sigma, research and technology are united as one. Our scientific bent and commitment to staying at the forefront of technological advancement enable our researchers to continuously investigate the hardest problems and analyze the most formidable data sets, with speed and precision.


Researchers 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.


This role sits within the Modeling and Trading team and is responsible for innovate to improve our portfolio construction platform’s efficiency in monetizing alpha signals.   Areas of research includes predictive risk modelling, modern portfolio theory, as well as transaction cost modeling


Requirements Include:

  • An advanced degree (Masters or PhD) in quantitative disciplines is a prerequisite.
  • Demonstrated experience in transaction cost modeling, predictive risk modeling, and/or portfolio construction
  • Solid statistical knowledge and familiarity with packages such as R, Numpy/Scipy, or Matlab Strong programming skills preferably in Java, C, C++ or Python.
  • Experience working with large data sets and building predictive models.
  • Client-facing portfolio management experience and quantitative developer experience are not applicable to this role


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