Position Summary
In Quantitative Components, we own the systems that drive Two Sigma's ability to make reliably profitable portfolios in a world of uncertainty. Our team builds the core components at the heart of Two Sigma's forecasting, simulation and optimization. These systems are critical for the success of Two Sigma and touch all parts of the research, modeling, and trading environments. Engineers working on Quantitative Components will be directly responsible to our core business and are expected to understand, build, iterate, and expand on the research done by our world class research groups. Our engineers engage with research topics and cover new domains quickly; build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a complex and mission critical domain.
The ideal candidate is someone with a strong engineering and quantitative background - we work at the intersection of engineering and quantitative research.
You will take on the following responsibilities: - Work closely with our research partners to ideate and iterate within new areas of research. Engineers prototype implementations, craft new architectures and productionalize research insights
- Perform quantitative analysis to characterize and understand the quantitative impact of their work on Two Sigma's trading models to drive discussions with researchers, engineers and business leaders
- Become a technical expert for the systems underpinning these research areas and help evolve these components
- Develop a deep understanding in multiple research domains
You should possess the following qualifications:- Minimum 1 year of experience required; 5-10 years of experience preferred in software engineering and quantitative analysis
- BS in Computer Science, Applied Mathematics, or another technical/quantitative field
- Knowledge of statistical methods, mathematical optimization (convex), numerical methods, computing performance optimization and finance and market structures are beneficial
- Excellent communication skills
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.
