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2023-07-09

Quantitative Researcher: Macro

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Two Sigma
Quantitative Researcher: Macro
New York, US
165,000 - 300,000
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Job Description

Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.

Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.

We are looking for a quantitative researcher with an excellent background in statistical techniques and data analysis. In this role, you will navigate the full research process and apply a rigorous scientific approach to design sophisticated investment models for trading a variety of global macro markets.

You will take on the following responsibilities:

  • Build quantitative macro strategies, with workflows ranging from idea generation and data exploration to statistical analysis and model implementation

  • Apply advanced modeling techniques and explore novel datasets

  • Contribute to an innovative quantitative research and simulation platform

  • Collaborate in a team environment with quantitative researchers and engineers

You should possess the following qualifications:

  • Quantitative research experience in linear and/or non-linear macro markets (e.g. Futures, FX, Rates, Commodities, Equities, Options, etc)

  • Expertise in data analysis: estimation methods, time series analysis, machine learning techniques

  • Advanced degree in a quantitative discipline, like statistics, mathematics, physics, computer science, or similar

  • Excellent skills in at least one programming language (like Python, Java, C, or C++)

  • Ability to tackle in-depth research projects, discover creative solutions and communicate complex ideas clearly

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.

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.

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