Quantitative Researcher: Derivatives Relative Value
New York, New York, United States
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 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 trading a variety of global macro markets.
You will take on the following responsibilities:
- Build systematic trading strategies, from idea generation and data exploration to statistical analysis and model creation
- Apply advanced modeling techniques like machine learning to large, novel or unconventional datasets
- Contribute to an innovative quantitative research and simulation platform
- Collaborate in a team environment with researchers and engineers
- Open new opportunities and pursue previously unexplored research topics
You should possess the following qualifications:
- 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++)
- Experience applying machine learning techniques to large datasets
- 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.