Quantitative Software Engineer: Venn Engineering
New York, New York, United States
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.
Venn is a platform used by investment allocators (e.g., customers of Two Sigma) to understand holistically the risks and returns of their suite of investments. It decomposes risk and return into factors and allows portfolio optimization by combining a user's factor forecasts with current factor exposures.
Learn more about Venn at http://venn.twosigma.com/
You will take on the following responsibilities:
- Perform quantitative and statistical techniques to identify trends, patterns, and correlations that can be used to improve product functionalities
- Apply critical thinking skills to solve multi-faceted business problems
- Enjoy building quantitative solutions end to end
- Collaborate with our research partners to expand Venn’s product offerings
- Develop, summarize and communicate technical reports and key quantitative product features to partners and management
- Monitor risks and performances of various quantitative product features
- Actively contribute to the continuous learning mindset of the team by bringing in new insights and perspectives that stretch the thinking of the group
- Mentor other team members
You should possess the following qualifications:
- 5+ years experience building and delivering quantitative products
- Degree in a technical or quantitative field (math, stats, CS, engineering, etc.)
- Proven experience building and delivering quantitative products
- Intermediate skills in at least one programming language (eg. Python, Java, C, C++)
- Ability to think creative approaches to data analysis and communicate complex ideas clearly
- Prior experience in finance is not required
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.