Quantitative Architect / Software Engineer: Quantitative Components
Position Summary
Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors. Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems. 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.
Responsibilities
- Understand the business purpose of our systems. Use that understanding to prioritize technical work and resolve tradeoffs
- Drive innovation, standard methodologies, and architectural framework within the team
- Encourage consensus to achieve high-level goals
- Identify technical risks and architectural opportunities, develop a technical strategy to address them, and act as technical director for implementation of that strategy
- Provide recommendations to balance immediate business goals with strategic architectural goals
- Identify and become a technical expert for the systems underpinning our research areas and help evolve these components
- Mentor senior engineers
Qualifications
- Minimum 7 years of experience required in software engineering, with experience in financial or quantitative software; 10+ years of experience preferred
- BS in Computer Science, Applied Mathematics, or another technical/quantitative field
- Knowledge of both modern quantitative and data science technologies, especially in the python ecosystem, and OO programming languages and paradigms (Java preferred)
- Financial domain knowledge, especially in portfolio-related topics such as portfolio construction, risk and market impact, is preferred
- Strong relationship and communication skills, both verbally and in writing. Empathy for management and product considerations