Quantitative Researcher

New York, New York, United States

Ref#: POS-10897

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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 quantitative researcher to join our team who will build alpha models which capture and predict market behavior. 

You will take deep dives into the rich ecosystem of datasets surrounding company financials to create orthogonal and high capacity systematic trading strategies. At the same time, you will develop a thorough understanding of the behavior and risk characteristics of various fundamental factors and serve as the knowledge center of the firm on issues related to these.

You will take on the following responsibilities:
  • Formulate and execute on a comprehensive agenda, advancing research in areas including fundamentals factor investing, financial accounting and corporate behavior, and appropriate applications of statistical and machine learning techniques
  • Collaborate closely with our engineering partners to build the next generation research platform for fundamentals investing
  • Continuously monitor and explain risks and performances of various fundamental factors contextualized within the overall market environment
  • Keep up to date on the latest sell-side and academic research in empirical finance, behavioral economics, accounting, etc.
You should possess the following qualifications:
  • Degree in a technical or quantitative disciplines, such as statistics, mathematics, physics, electrical engineering, or computer science (all levels welcome, from bachelor’s to doctorate)
  • 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, with experience using financial accounting data preferred
  • Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
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.