Quantitative Risk Analyst
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.
Systematic Strategies Oversight is a key team within the Risk Management department with analytical, operational, and technical capabilities to oversee Two Sigma's quantitative trading strategies. As a member of this versatile group, you will help identify, measure and manage risks specific to systematic modeling and trading. You will both support Risk’s existing analyses, reports & processes, as well as think independently, proposing, developing and delivering brand new projects.
You will take on the following responsibilities:
- Monitor, identify and study systematic strategy behavior that could adversely affect the performance of firm-wide portfolios.
- Analyze trading data to identify trends, correlations, and root causes of various production events.
- Develop new tools and processes to expand and improve quantitative oversight and tail event monitoring.
- Gather requirements from multiple partner teams and design, implement, and tests new metrics, dashboards, and tools for the Risk department.
- Prepare, review, and present reporting on quantitative strategy behavior.
- Collaborate successfully with Risk Management's partner groups including modelers, portfolio managers, and investor facing teams
You should possess the following qualifications:
- 3+ years relevant analytics experience with at minimum a Bachelor’s degree in any of: computer science, statistics, math, quantitative finance, financial engineering or other engineering fields
- Work experience in investing, market watching, risk measurement & analytics, and quantitative risk management is a plus. Work experience or knowledge about various financial instruments is a plus. Absent direct experience, interest in learning / acquiring deeper knowledge of risk management including various aspects of financial risk, risk related to automated trading strategies, technology risk, and legal & regulatory risk
- Work experience on projects involving time series analysis/data modeling, software development/automation, stakeholder engagement & communication.
- Strong, demonstrated experience with unix, scripting languages and/or data analysis tools. Python, Java, or equivalent
- Experience developing/managing/delivering small to medium sized quantitative and/or technology projects with multiple stakeholders is a plus
- Strong communication skills, including ability to clearly and effectively communicate with pure quants, engineers, as well as project managers and senior management
- Ability to think & work independently. Comfortable with ambiguous project scopes & definitions
- Can quickly learn about existing practices/methodologies/processes or lack thereof, think creatively & strategically, propose enhancements/solutions and deliver concrete resulting products/processes to stakeholders.
- Willingness and excitement to learn unfamiliar quantitative subjects or tools/technologies, as required on the job
- Interest to learn deeper knowledge of risk management including various aspects of financial risk, risk related to automated trading strategies, technology risk, legal & regulatory risk
- Strong interpersonal skills, maturity, self-awareness, humility, confidence without ego
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.