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.
You will be joining a team at the forefront of developing a next-generation framework for low-latency, resource-intensive feature construction, alpha generation, and trading across diverse global markets. Built with reusable components in Rust, our platform supports both foundational infrastructure and finance-specific functions.
In this role, you will accelerate model research and apply findings to live trading in global financial markets. You'll work directly with researchers to implement and enhance trading strategies using our low-latency components. When facing challenges with new models, you'll design and develop solutions in Rust or Python to support research and deployment. You'll quickly engage with new research areas, deepen your expertise with Two Sigma data and tools, maintain high coding standards, and identify impactful projects in a dynamic and critical field.
You will take on the following responsibilities:
- Collaborate with modelers to design and implement high-performance software for multiple financial instruments.
- Enhance market microstructure models and data processing pipelines to improve simulation and production workflows.
- Develop and extend our trading platform to support new markets and asset classes, ensuring seamless integration and operation.
- Identify roadblocks for innovative models and design new components in Rust or Python to facilitate research and deployment.
- Analyze trading performance to inform strategic enhancements and decision-making.
- Provide technical mentorship and represent the team in technical discussions across the firm.
You should possess the following qualifications:
- Minimum 10 years of software engineering experience required; 5+ years of experience preferred in low latency trading and/or modeler productivity (finance experience not required).
- BS or MS degree in Computer Science, Engineering, or a related field.
- Proficiency in C++, Rust, or C for systems software development on Linux.
- Strong understanding of distributed systems, networking, and market microstructure.
- Experience with low-latency software techniques and market simulation optimization.
- Skilled in systems scripting and performance profiling on Linux.
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
- Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $250,000 and $325,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
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.
Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
If you believe you need an accommodation, please visit our website for additional information.