Senior Quantitative Strategist/Data Scientist

New York, New York, United States

Ref#: POS-3619

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Two Sigma is a different kind of investment manager. Since 2001, we have used data science and technology to derive insights that forecast the future and discover value in markets worldwide. Our team of scientists, technologists and academics looks beyond traditional finance to understand the bigger picture and develop creative solutions to some of the world’s most challenging economic problems. Our work spans across markets and industries, from insurance and securities to private investments and new ventures.

Global Execution Services provides execution and trading consultation services to large institutional clients, preserving alpha through better execution across multiple asset classes.  We deliver bespoke value and quality-based execution solutions to our clients while leveraging and expanding the capabilities of Two Sigma’s trading expertise.  Our team brings together technical and analytical capabilities to grapple with difficult computational and data-related problems directly and implement efficient and innovative solutions. Our solutions include a combination of sophisticated knowledge of algorithms, statistics, and high-performance computing.

We are looking for a talented research lead who can direct and develop a book of research; apply and develop machine learning algorithms for financial datasets; understand the financial drivers of our business and drive research to find meaningful solutions; and guide intelligent but less experienced members of the team.  The candidate should have direct experience in trade scheduling, optimization, forecasting or tactic building. Use of or implementation of trading algorithms is a plus.

You will take on the following responsibilities:
  • Designing and implementing strategic trading algorithms;
  • Building the tools and engines that help us to understand and explain the underlying data
  • Researching trading data and market data for features and insights
  • Providing research guidance and mentorship at both the process and technical level
You should possess the following qualifications:
  • 7+ years of experience utilizing statistical modeling techniques (e.g. machine learning or signal processing) in several of the following: nonstationary time series, regression analysis, return prediction, trading algorithms
  • At a minimum, BA/BS in computer science, applied mathematics, or another technical discipline.
  • Graduate degree in a similar technical discipline highly desired
  • Strong numerical programming skills.
  • Experience working with large datasets; knowledge of machine learning techniques desired
  • Experience in a group responsible for production trading a plus
  • A background or interest in production level, real-time, and distributed applications is desired
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
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.