Quantitative Software Engineer

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. We are seeking outstanding technologists with sophisticated mathematical, statistical, and/or machine learning abilities to join our team.

Responsibilities

• Become an authority for the systems underpinning our research areas (ML, Finance, and/or quantitative algorithms) and help evolve these components
• Work closely with our research partners to conceptualize and iterate within new areas of research and development
• Model development: prototyping, testing, and implementing models utilized across Two Sigma
• Quantitative systems: designing new architectures and/or developing systems that power research and trading activities at Two Sigma
• Quantitative tooling: developing and scaling the tools, frameworks, and libraries that are used by our teams to conduct research and build models - improving performance optimization and scalability of these capabilities

Qualifications

• BS in Computer Science, Applied Mathematics, or related technical field
• Minimum 1 year of experience required; 3-10 years of experience preferred
• Professional experience building quantitative software across at least one of the following areas: quantitative finance, math/stats/numeric methods, and machine learning/deep learning
• Experience applying technologies and libraries such as NumPy, SciPy, or scikit-learn
• Experience with scientific computing and algorithm development
• A background in building large-scale, real-time, and distributed applications is desired
• While we analyze the data-rich domain of finance, financial experience is not a requirement

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

Pay

The base pay for this role will be between $165,000 and $250,000. 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.