Quantitative Portfolio Researcher

New York, New York, United States

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We are seeking quantitatively-minded individuals to join our Client-Oriented Research team. This small, flexible team applies Two Sigma’s data and research expertise to portfolio management problems facing institutional clients. Ideal candidates should be creative researchers who want to draw upon the latest academic research and internal insights to build scalable solutions for manager evaluation, portfolio construction, risk management, and more across the entire range of institutional portfolio assets.

Team members will gain extensive exposure to the portfolio research process, interact with existing tools and infrastructure, as well as develop their own tools. Our team seeks a greater understanding of the key problems facing institutional portfolio managers, collaborating with internal and external parties alike to share insights and ideas that will drive/create opportunities. The team’s research will end up broadly visible and applied at scale, via white papers, client advisory, and user-friendly technology platforms.

Role Qualifications

  • Exceptional quantitative and analytical skills
  • External presentation skills (one-on-one with clients or larger institutional audiences)
  • An advanced degree in quantitative disciplines is preferred
  • Strong programming skills in Python, Java, or another language useful for data analysis
  • Solid statistical knowledge and familiarity with packages such as Numpy and Pandas
  • Broad familiarity with academic finance literature strongly preferred
  • Experience at an asset manager or allocator is a plus (NOT a necessity)