Trading Execution & Analysis

New York, New York, United States

Ref#: POS-3004

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This person will join our existing Trader to provide trading surveillance and monitoring of an equity portfolio. While the primary responsibility will be to ensure operational excellence this person may also contribute reporting and analysis. Responsibilities include:

  • Monitor trading activity for one of the largest Two Sigma portfolios;
  • Understand market conditions.  Through various means the successful candidate will gain a deep understanding of global macro climate and events, market structure in the US equities markets, and special market rules and initiatives and how they impact our trading;
  • Help manage issue-resolution and post-mortem tracking for issues that have impacted the production system;
  • Execute manual trades;
  • Regularly review longitudinal trading activity and analytic metrics;
  • Address ad hoc questions from risk, compliance, and operations;
  • Present to other groups within Two Sigma on the state of the portfolio.
  • Build out new reporting;
  • Build additional reporting as necessary to support ongoing monitoring of the flow trading system;
  • Build out monitoring for compliance as needed;
  • Help prepare reports for internal meetings.

Requirements Include:

  • Good communication skills.
  • Will need to communicate with external counterparties regarding manual trades and the acquisition of borrow.
  • Will need to work with operations and other groups in support of the operational aspects of managing the portfolio.
  • Ability to think critically about quantitative metrics that pertain to portfolio management.
  • Understand how to investigate the root causes of metric changes or spikes.
  • Able to develop new metrics to capture monitoring needs.
  • Ability to program in a scripting language. Preferably Python, Java, or Scala.