Quantitative Researcher: Fast Forecasting & Trading
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 financial problems.
We are looking for a quantitative researcher with an excellent background in statistical techniques, data analysis and programming. In this role, you will navigate the full research process and apply a rigorous scientific approach to improve the trading of instruments across a variety of global markets.
You will take on the following responsibilities:
- Improve monetization of alpha models by enhancing portfolio construction techniques and execution tactics
- Workflows consist of idea generation, data exploration, statistical analysis, implementation and A/B testing
- Contribute to an innovative quantitative research and simulation platform
- Collaborate in a team environment with researchers and engineers
You should possess the following qualifications:
- Advanced degree in a quantitative discipline such as statistics, mathematics, computer science, or operations research
- Expertise in statistical analysis and working with large datasets
- Experience developing high-frequency trading tactics is a plus
- Excellent programming skills (Python plus a system programming language like Java, C/C++, Rust)
- Ability to tackle large 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
- Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $165,000 and $250,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
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.