Software Engineer: Scoring and Simulation Framework

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.

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 is FastMarch. FastMarch is a fast and interactive simulator and toolset, supporting signal evaluation in equity and macro with advanced optimization methods and blazing speed. It also provides a research concise framework, including the support for machine learning workflow. FastMarch is one of the most popular research (and in some cases, production) products in Modeling Engineering, both in terms of usage and user engagement.

We’re looking for a new member to join the FastMarch engineering team to contribute to several new initiatives that aim at bringing to life a unified generation simulation offering, which will enable different optimizations including FastMarch, in flexible configurations, reduce memory consumption and snapshot loading time for the users, and improve the interoperability of the system. The new member is also expected to contribute to and potentially become the owner of the machine learning framework TensorMarch, and push the project towards the next stage.

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:
  • Contribute to or be the owner of FastMarch components or projects, help the surrounding ecosystem evolve.
  • Work closely with our research partners, users and client developers to help design, implement and maintain features.
  • 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, preferably in Python and C/C++. Junior engineer is welcome.
  • Plus but not necessary: data gymnastics (numpy/pandas), strong math background, TensorFlow and other ML technology, distributed computing, UX.
  • 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.