4+ years of quantitative research experience in macro markets (Futures, FX, Fixed Income, Commodities)
Expertise in data analysis, time series analysis, and machine learning techniques
Advanced degree in a quantitative discipline (statistics, mathematics, physics, computer science, financial engineering)
Strong skills in at least one programming language (e.g., Python)
Experience with AI-native and agentic workflows is a plus
Ability to tackle in-depth research projects and communicate complex ideas clearly
Responsibilities
Develop innovative models to generate alpha in macro markets
Contribute to the end-to-end investment process, including idea generation and portfolio management
Analyze vast datasets to discover alpha opportunities
Apply advanced AI and machine learning techniques to quantitative macro investing
Collaborate in an entrepreneurial team environment with researchers and developers
Benefits
Fully paid medical and dental insurance premiums for employees and dependents
Competitive 401k match and employer-paid life & disability insurance
Onsite gyms with laundry service, wellness activities, and casual dress
Tuition reimbursement and conference/training sponsorship
Generous vacation and unlimited sick days, competitive paid caregiver leaves
Flexible hybrid work policy with budget for home office setup
Full Job Description
Position Summary
We are looking for a quantitative researcher with an excellent background in statistical techniques and data analysis to join our Quantitative Macro & Fixed Income team. In this role, you will navigate the full research process and apply a rigorous scientific approach to design investment models trading a variety of global macro markets.
You will take on the following responsibilities:
Develop innovative models to generate alpha in macro markets
Contribute to the end-to-end investment process, including idea generation, feature development, alpha forecasting, monetization, portfolio construction, and portfolio management
Analyze a vast array of datasets to discover alpha opportunities
Apply advanced artificial intelligence and machine learning techniques to quantitative macro investing
Collaborate in an entrepreneurial team environment with quantitative researchers and developers
You should possess the following qualifications:
4+ years of quantitative research experience in macro markets (e.g., Futures, FX, Fixed Income, Commodities, etc.)
Expertise in data analysis, time series analysis, and machine learning techniques
Advanced degree in a quantitative discipline like statistics, mathematics, physics, computer science, financial engineering, or similar
Strong skills in at least one programming language (e.g., Python)
Experience using AI-native and agentic workflows is a plus
Ability to tackle in-depth research projects, discover creative solutions, and communicate complex ideas clearly
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.
About Two Sigma Investments, LLC
Two Sigma Investments is a quantitative investment management firm that uses data science and technology to identify investment opportunities. The company's solutions are designed to help investors make better decisions and generate higher returns. Two Sigma Investments offers a range of products, including hedge funds, private equity, and venture capital. The company was founded in 2001 and is headquartered in New York City.
