Position Summary
Two Sigma's systematic macro business is planning to expand significantly over the next few years. To support this growth, the Systematic Macro Engineering team is building quantitative software for the research and trading of this business across a wide range of techniques. We work on a variety of strategic and tactical projects ranging from building macro factor models, computing macro instrument returns to construct macro portfolios, speeding up macro research simulations and building modeling tools for macro alpha modelers.
We are currently looking for an Architect / Engineer to join our team. In this role, you will collaborate with a sophisticated set of users, product managers, engineering leaders and teammates to deliver world-class software for Two Sigma's systematic macro business.
You will take on the following responsibilities:- Work closely with our research partners to build and iterate within new areas of research. Engineers will prototype implementations, craft new architectures, and productionalize research insights
- Perform quantitative analysis to characterize and understand the impact of their work on Two Sigma's trading models to drive discussions with researchers, engineers and business leaders
- Become an expert for the systems underpinning these research areas and help evolve these components
- Develop a deep understanding of multiple research domains
You should possess the following qualifications:- BS in a technical or quantitative field such as Computer Science, Mathematics, Physics, etc.
- Minimum 7 years of experience required; 10+ years of experience preferred
- Strong design, implementation, and debugging skills
- A track record of successfully releasing high quality software products
- A great teammate that can work efficiently with modeling and engineering partners
- Rich engineering experience in the quantitative software engineering domain, especially on macro instruments and markets, is a huge plus
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
- Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $165,000 and $300,000. 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.
