Quantitative Software Engineer: Systematic Strategic Oversight

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.

Systematic Strategies Oversight is a part of our Risk Management team. In this role, you would sit between our engineering, analytical, and operational capabilities- working to ensure oversight of 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!

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

You should possess the following qualifications:
  • At a minimum, a bachelor's degree in computer science, applied mathematics, or another technical field
  • Strong programming skills (Java, Python, C++) with working knowledge of UNIX/Linux and shell scripting
  • High attention to detail
  • Strong communication and interpersonal 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 partners is a plus
  • While we analyze the data-rich domain of finance, financial experience is not a requirement

You will enjoy the following benefits:
  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, 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, sick days, and 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.