Job Location: 100 Avenue of the Americas, New York, NY 10013
Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.
Duties: Build and maintain software infrastructure to improve the research and productionalization of quantitative models used by Two Sigma’s internal trading system. Design scalable solutions to automate repetitive stages in model development and provide better tooling for data and workflow validation. Participate in production operations of the firm’s feature engineering and alpha-capturing initiatives. Create scripts and pipelines to reliably build, test, and deploy software modules that use numerical and quantitative techniques to solve financial science problems. Increase test coverage across codebases to ensure modeling solutions of the highest quality. Meet with product managers and users to determine project requirements, monitor software system logs for issues, and research new technologies to incorporate in new projects that challenge the old standards and improve existing frameworks. Provide on-call and ad-hoc production support for modeling research tools that modelers use to create, analyze, and evaluate their strategies.
Minimum education and experience required: Bachelor’s degree or equivalent in Computer Science, Computer Engineering, or related field. Position does not require specific years of experience but requires listed skills.
*Skills required: Must have demonstrated knowledge of ownership in at least one object-oriented programming language such as Java, JavaScript, or C++. Must have demonstrated knowledge of scripting structured data schemas and logical computational functions in Python. Must have demonstrated knowledge of analyzing data with expressive libraries and computing platforms such as Pandas, SQL queries and Jupyter Notebook. Must have demonstrated knowledge of implementing algorithmic solutions for performance improvements and engineering automation processes to expedite modeling workflows. Must have demonstrated knowledge of maintaining REST API services for the data population in the back-end application including experience in building Python AppKit codebases, general User Experience (UX) and art design practices. Must have demonstrated knowledge of specializing in useful open-source software utilities and producing software systems for key stakeholders in different domains. Must have demonstrated knowledge of holistic software deployment lifecycle like deploying production code, maintaining service observability, and creating and running job instances. Must have demonstrated knowledge of using industry-standard development tools such as IntelliJ as IDE and Git for version-control. Must have demonstrated knowledge of writing meaningful unit and integration tests and debugging live production issues under time pressure. Must pass company’s required skills assessment. Employer will accept any amount of experience with the required skills.
The base pay for this role will be between $165,000 and $325,000 per year. 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.
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