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 seeking a motivated individual to design automated analytics and oversight for the Risk Management (Risk) department. You will both support Risk’s existing analyses & processes, as well as think independently, propose, develop and deliver brand-new projects. The successful candidate will collaborate with pure quants, engineers, as well as project managers and senior management. The ability to communicate clearly and effectively to these audiences will be key in this role. In addition to strong communication skills, cross-functional collaboration experience, maturity, self-awareness, humility, and confidence without ego are highly desired.
This role provides a great opportunity to learn a wealth of knowledge about Risk Management, including various aspects of financial risk, risk related to automated trading strategies, technology risk, and legal & regulatory risk. If you have the ability to think & work independently, are comfortable with ambiguous project scopes & definitions, and have a curiosity to learn more about risk, we want to meet you!
You will take on the following responsibilities:
- Analyzing performance and risk exposure of Two Sigma's portfolios
- Watching markets, thinking critically about market conditions or risk events, and estimating their impact on our portfolios.
- Estimating, analyzing, and monitoring inputs and outputs of quantitative investment strategies.
- Analyzing and building new metrics, dashboards, and tools for the Risk department.
- Researching ideas to improve risk forecast and control for Two Sigma's portfolios.
This role involves significant quantitative data analysis, developing knowledge of various financial instruments, running large scale distributed computations, and maximizing use of technological automation. Familiarity with risk measurement and a broad range of financial instruments is helpful. The desire to learn more is crucial. Key stakeholders will include: CRO, Risk Management & partner teams such as portfolio managers and quantitative modelers.
You should possess the following qualifications:
- Minimum 1 year of experience required, 2+ years preferred.
- BA / BS degree required; advanced degree in Financial Engineering or Statistics preferred but not required.
- Experience with programming and data analysis tools such as Python, Java, or the equivalent is required.
- Experience with financial analysis and financial instruments is preferred (examples include: equities, options, rates, other financial derivatives).
- Prior trading or risk management experience is preferred.
- Work experience on projects involving time series analysis/data modeling, software development/automation is preferred.
- Strong communication skills.