Quantitative Researcher: Risk Modeling
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 to join the company's risk modeling team. In this role, you will design and implement state-of-the-art models that drive systematic portfolio construction and asset allocation.
You will take on the following responsibilities:
- Building and enhancing the risk models used in our portfolio construction process, across a range of asset classes (e.g. equities, futures, FX)
- Studying and implementing the methodologies used to evaluate risk models
- Analyzing the performance of the company's risk models, researching and implementing meaningful improvements
- Deploying successful research directly into production
- Interfacing closely with portfolio managers, with other research teams and with engineering teams across the company
You should possess the following qualifications:
- An advanced degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science
- A strong understanding of statistical estimation, factor modeling, time-series analysis and related topics
- Be familiar with factor models of Barra, Axioma, Bloomberg or other providers
- Experience analyzing large data sets using python, R, or other well-known modeling languages
- Experience writing production-quality code in an object-oriented language (e.g. Java or C++).
- Strong verbal and written communication skills and a collaborative working style
- An empirical research mindset and a focus on delivering practical results
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.