Quantitative Software Engineer: Fixed Income Engineering

New York, New York, United States

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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.

The Fixed Income Engineering team works directly with multiple businesses to provide innovative fixed income analytics, research and trading capabilities. We straddle the boundary between quantitative research and software development, and use this unique position to deliver end-to-end solutions for our users. The businesses we support have a mandate to scale aggressively in the next few years, so an individual in this role will be well-positioned to take on larger responsibilities in the team organically and have directly attributable business impact.

You will take on the following responsibilities:

  • Build out new capabilities across our entire technology stack, including quantitative data generation, systematic research capabilities, trade execution and capture capabilities, and full-stack trading tools
  • Collaborate with modelers to understand the business use cases of the technology we are building, as well as jointly develop and productionize quantitative code 
  • Become a domain expert in fixed income instruments, including the mathematical techniques used to analyze them. These include but are not limited to: treasury bonds, bond futures, interest rate swaps, short rate futures, fixed income options, inflation products, and mortgage products.

You should possess the following qualifications:

  • Minimum of 1 year of experience required; 1-10 years of experience preferred, in a software development role building production quality, well documented, well tested, maintainable code
  • BA/BS required in Computer Science, Mathematics, or other related field. MS or higher is a plus. 
  • Ability to code in Python and Java (pandas, numpy, and other packages), ability to use Unix-like operating systems
  • Experience building production quality, well documented, well tested, maintainable code. 
  • Familiarity with common software development tools such as Git, Jira, Jenkins, Kafka, EC2/S3, or similar
  • Pre-existing financial knowledge, especially in the fixed income domain, is a plus but is not required

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
  • Hybrid Work Policy: Flexible in-office days with budget for home office setup

The base pay for this role will be between $165,000 and $300,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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.