Quantitative Software Engineer: Derivatives Relative Value

New York, New York, United States

Ref#: POS-12797

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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 an outstanding technologist with advanced mathematical and statistical abilities to join the Derivatives Relative Value team. Equal parts code expert and mathematical thinker, you'll bring together technical and analytical expertise to work alongside researchers and traders on the development of a proprietary quantitative research and portfolio management platform.

You will take on the following responsibilities:
  • Understanding of the group research and portfolio management workflows
  • Development and support of the research and portfolio management framework, including:
    • Forecast and Risk models
    • Portfolio Optimization, Simulations
    • Related data management

You should possess the following qualifications:
  • 2+ years of experience of quantitative software development and research at a buy side firm with exposure to Global Macro products
  • Knowledge of portfolio construction and optimization, statistical modeling techniques
  • Strong programming skills with experience in scientific computing and data analysis techniques, familiarity with modern software development tools
  • Advanced Degree in the technical field - Mathematics, Physics, Computer Science or similar

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.