Quantitative Software Engineer: Portfolio Research Acceleration

The Role

At Two Sigma, we combine cutting-edge technology, artificial intelligence, data science, and quantitative research to capitalize on market opportunities and deliver alpha for investors. Our team of engineers, quantitative researchers, and data scientists work on the systems that drive our ability to make reliably profitable portfolios in a world of uncertainty.

Responsibilities

• Work closely with our research partners to ideate and iterate within new areas of research, driving improvements and innovations in portfolio optimization techniques, and developing new tools to accelerate research
• Engineers will 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 portfolio research domains

Qualifications

• Minimum 7 years of experience in academia and/or industry; 10+ years of experience preferred in software engineering, quantitative analysis, and research methods
• Experience with mathematical optimization, linear algebra, statistical methods, and numeric methods
• PhD in Physics, Electrical Engineering, Computer Science, Operations Research, Applied Math, or another technical/quantitative field highly preferred
• Excellent communication skills

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 $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.

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.