Quantitative Software Engineer, Systematic Strategic Oversight

New York, New York, United States

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Systematic Strategies Oversight is a key component of Risk Management with engineering, analytical, and operational capabilities to oversee Two Sigma's quantitative trading strategies.

As a member of this versatile team of engineers and analysts, you will help identify, measure and manage risks specific to systematic modeling and trading.

Responsibilities will include:
  • Develop new tools and systems to better instrument quantitative oversight and tail event monitoring
  • Prepare, review, and present reporting on quantitative strategy behavior
  • Analyze data to identify trends, correlations, and root causes of various production events
  • Collaborate successfully with Risk Management's partner groups including modelers, portfolio managers, and investor facing teams

Requirements Include:
  • At a minimum, a bachelor's degree in computer science, applied mathematics, or another technical discipline
  • Strong programming skills (Java, Python, C++) with working knowledge of UNIX/Linux and shell scripting
  • High attention to detail
  • Strong communication skills
  • Interest in learning deeper knowledge of risk management including various aspects of financial risk, risk related to automated trading strategies, technology risk, and legal & regulatory risk
  • Experience developing/managing/delivering small- to medium-sized quantitative and/or technology projects with multiple stakeholders is a plus
  • While we analyze the data-rich domain of finance, financial experience is not a requirement