Quantitative Researcher - Macro Features, Forecasting, and Management

New York, New York, United States

Ref#: POS-16731

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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 economic problems.

When you work with us, you tackle tough problems alongside other scientists and engineers. People who will challenge your ideas. Who you can really learn from, and collaborate with. And you’ll be doing work that matters to a lot of people, too. Our investors include some of the world’s largest retirement funds, research institutions, educational endowments, healthcare systems and foundations. We admire what they do, and we’re proud to serve these organizations.

You will take on the following responsibilities:
  • Use a rigorous scientific method to develop sophisticated investment models and shape our insights into how the markets will behave
  • Apply quantitative techniques like machine learning to a vast array of datasets
  • Create and test complex investment ideas and partner with our engineers to test your theories
  • Join our reading circles to stay up to date on the latest research papers in your fields
  • Attend academic seminars to learn from thought leaders from top universities
  • Share insights from conferences focused on statistics, machine learning, and data science
You should possess the following qualifications:
  • Degree in a technical or quantitative disciplines, like statistics, mathematics, physics, electrical engineering, or computer science (all levels welcome, from bachelor’s to doctorate). 
  • Advanced degree in finance and economics with experience in applying quantitative approaches also welcome
  • Intermediate skills in at least one programming language  (like C, C++, Java, or Python)
  • Experience performing an in-depth research project, examining real-world data
  • Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
  • Familiarity with basic finance concepts and economic principles
  • Genuine interest in understanding markets with quantitative tools
  • Ability to formulate basic systematic investment hypothesis based on economic principles
  • Some experience in currencies (from all areas – sell side, buy side or academia and fields – execution, market microstructure, alpha research) is a plus
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 $325,000. 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.