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: