Quantitative Analyst, High Frequency Trading

Two Sigma Investments   •  

New York, NY

Industry: Financial Services

  •  

Not Specified years

Posted 395 days ago

Developing such strategies applicable to the financial markets requires:

  • Writing production-quality, high reliability, highly-tuned numerical code;
  • Applying tick-level data analysis and real-world trading experimentation to define strategy decision-making.

Requirements Include:

  • A bachelor’s or advanced degree from a top university in a highly quantitative subject such as Computer Science, Engineering, Physics, Statistics, or Mathematics.
  • Experience in Java, C/C++, Perl, and/or Python.
  • Exceptional quantitative as well as programming skills.
  • Familiarity with various analytical packages (Mathematica, Matlab, Pylab, or R).
  • Motivation and resourcefulness in quickly solving hard problems through the creative application of technology.
  • While we analyze the data-rich domain of finance, financial experience is not a requirement.