Software Engineer: Scoring and Simulation Framework
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.
The Scoring and Simulation Frameworks team (SSF) develops mission-critical simulation orchestration and analysis tools used by researchers at the firm. Among the products we work on, we build scalable distributed systems that orchestrate thousands of concurrent simulation workloads and are powered by technologies like Kafka and Cassandra. We also develop Python and Spark-based analytics that serve as reference metrics for evaluating new and existing quantitative models. Finally, we develop frameworks for experiment and attribution management to help researchers understand the production impact of portfolio changes.
On this team, you will gain exposure and build deep expertise for many research, simulation and analysis tools used by modelers on a daily basis. As part of the team, your goals will include designing and developing high-quality tools that are scalable, responsive, and that provide an overall great user experience. You will work on directly impactful projects collaborating with research and engineering teams to design, implement and improve features and products that are key components of our firm’s quantitative research platform.
You will take on the following responsibilities:
- Design and develop scalable services, applications and analytical modules.
- Work closely with our research partners to distill requirements into engineering specifications; implement features and products.
- Understand and perform quantitative and engineering analysis to characterize the quantitative and performance impact of changes to the system.
- Mentor, coach junior engineers, interns, and contribute to the sustainability of the team.
You should possess the following qualifications:
- At a minimum, a BS in computer science or related engineering fields.
- Strong programming skills, in Java and Python. Typescript/UI knowledge is a plus.
- Plus but not necessary: data gymnastics (numpy/pandas/Spark), building services, experience with distributed systems, UX/UI experience (ReactJS and/or VueJS).
- Strong communication skills.
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.