Quantitative Software Engineer: Wholesale Market Making 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.
Two Sigma Securities brings a scientific approach to systematic trading and risk management to make markets more efficient. Our team trades over 10,000 US equities and 4,000 listed options, leveraging our high performance trading system to execute over 850 million shares per day. Two Sigma Securities is entering an exciting growth phase. We value the insights of our colleagues and encourage them to innovate and shape their own work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.
Wholesale Market Making develops and operates a set of trading systems that handle millions of client orders each day from external broker-dealers. Our trading systems need to meet extremely high reliability requirements and strong regulatory requirements, while running successful trading strategies that execute client orders and run portfolio optimizations. The team owns a simulation framework that allows for backtesting of strategies and forecasts, as well as a data analytics framework that lets us monitor performance of our strategies in the live trading environment.
You will take on the following responsibilities:
- Develop and manage high quality, robust and efficient research datasets and pipelines.
- Improve features, performance, reliability, and scalability of trading systems that handle a high volume of client orders from external broker-dealers.
- Work closely with partners in modeling and trading to improve the profitability of trading tactics.
- Develop simulation environments that allow for backtesting and experimentation of trading strategies and forecasts.
- Develop various reports for external clients, regulatory entities, and the internal trading desk.
- At least 2+ years of full-time professional software development experience
- Excellent communication skills
- Strong skills in software engineering and quantitative analysis.
- Interest in financial markets and trading may be beneficial, but not required.
- Experience in programming in Java and/or Rust is beneficial, but not required.
- Experience in python based technologies is beneficial, but not required.
- 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.