Software Engineer: High Frequency Market Data

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.

We are seeking world-class engineers to join our high-frequency market data (HFMD) team. HFMD is critical to everyday trading operations as well as providing historic market data for research and modeling. We work closely with network engineering and downstream trading teams that consume market data to build a trading platform that is efficient, robust, and capable of handling the ever-increasing bandwidth of market data.

You will take on the following responsibilities:
  • Build and expand our market data system, including supporting new venues for trading
  • Solve low-latency systems problems and optimize performance-critical code
  • Develop, optimize and strengthen the historic market data pipeline, including tools that monitor system health and improve its resiliency to errors
  • Work with trading teams and modelers to improve the research and simulation development lifecycle

You should possess the following qualifications:
  • Development experience in systems engineering on Linux
  • Coding experience with the C programming language (familiarity with C++, Java or Rust are good, too)
  • Education in computer engineering, computer science or electrical engineering
  • Familiarity with Python and Bash scripting
  • An understanding of network and hardware architecture is a plus
  • No finance experience necessary

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.