Quantitative Researcher: Macro
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 economic problems.
We are looking for a quantitative researcher with an excellent background in statistical techniques and data analysis. In this role, you will navigate the full research process and apply a rigorous scientific approach to design sophisticated investment models for trading a variety of global macro markets.
You will take on the following responsibilities:
- Build new and improve existing quantitative macro strategies, with workflows ranging from idea generation and data exploration to statistical analysis and model implementation
- Apply advanced modeling techniques and explore novel datasets
- Contribute to an innovative quantitative research and simulation platform
- Collaborate in a team environment with researchers and engineers
You should possess the following qualifications:
- Quantitative research experience in linear and/or non-linear macro markets (e.g. Futures, FX, Rates, Commodities, Equities, Options, etc)
- Expertise in data science: estimation methods, time series analysis, machine learning techniques
- Advanced degree in a quantitative discipline, like statistics, mathematics, physics, computer science, or similar
- Excellent skills in at least one programming language (like Python, Java, C, or C++)
- 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.