Quantitative Software Engineer: Fast Engineering
Job Summary
Two Sigma is a leading quantitative investment management and trading firm that 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.
About the Role
The team of engineers, quantitative researchers, and data scientists builds the next-generation user-friendly framework supporting low-latency and resource-intensive feature construction, alpha generation, and trading across a diverse set of asset classes and markets globally. The framework consists of reusable building blocks packaged into a suite of libraries written in the Rust programming language.
Responsibilities
- Develop a deep understanding in multiple research domains
- Become a technical SME for the systems underpinning our research areas and help evolve these components
- Partner closely with our research partners to ideate and iterate within new areas of research
- Prototype, design, and implement low-latency quantitative components to permit new classes of quantitative models and tactics
- Analyze quantitative characteristics from data generated in real-time trading and simulations
- Research, develop, and simulate quantitative changes to alpha models, feature pipelines, and trading strategies
- Perform quantitative analysis to characterize and understand the quantitative impact of our work on Two Sigma’s trading models to drive discussions with researchers, engineers, and business leaders
Qualifications
- Minimum 1 year of experience with 5-10+ years of experience preferred in software engineering and quantitative analysis
- BS in Computer Science, Mathematics, Physics or related technical/quantitative subject area
- Deep knowledge of developing high performance software in a systems programming language such as Rust, C, or C++, and an ambition to become an SME at Rust
- Experience using Python for quantitative analysis
- Excellent interpersonal skills
- Knowledge of low-latency software development and optimization, statistical methods, convex optimization, and finance and market structures are beneficial
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 and Schedule
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.
Schedule
We offer a hybrid work policy with flexible in-office days and a budget for home office setup.
Equal Opportunity Employer
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.