Portfolio Analyst - Systematic Macro

New York, New York, United States

Share with: Facebook Twitter Send to a friend

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 difficult economic problems. Our work spans markets and industries, from insurance and securities to private investments and new ventures.

We are seeking a creative and research-minded portfolio analyst to join the systematic macro research team. This elite team leads research and portfolio decisions for one of the industry’s top global macro funds, and takes a collaborative approach to the research and development process.  

You will take on the following responsibilities:
  • Develop a comprehensive understanding of fixed income, currencies, equity index, and commodity markets 
  • Develop a deep understanding of all aspects of systematic portfolio management
  • Manage large global portfolio trading across all major time zones and understand key market drivers
  • Drive strategic and impactful business initiatives including launching new markets and measurable improvements to systematic portfolio construction
  • Achieve high risk adjusted returns through proactively analyzing data, running simulations, and pursuing wide-ranging research projects
You should possess the following qualifications:
  • 3-5 years relevant experience in a quantitative analyst or portfolio management role ideally.
  • BA/BS in a quantitative field
  • A post-graduate degree indicating strong quantitative and technical ability is preferred
  • Adept coding experience utilizing; Python, R or Matlab is a prerequisite.
  • Solid statistical knowledge and familiarity with packages such as Numpy/Scipy/Pandas, R, or Matlab 
You will enjoy the following benefits:
  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, 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, sick days, and 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.