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Quantitative Researcher

Two Sigma
Quantitative Researcher
New York, US
165,000 - 325,000
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Job Description

Job Location: 100 Avenue of the Americas, New York, NY 10013

Note: Company “Hybrid” work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team’s requirement; telecommuting / working from home is permissible for remainder of the same month.

Duties: Research, identify, analyze, and assess specific potential new financial investment business opportunities across new asset classes and regions using systematic approaches and quantitative, mathematics/statistics-based computational methods. Utilize financial analysis, mathematical/statistical analysis, and predictive quantitative financial modeling/financial engineering skills to research, analyze, develop, and execute on data-driven solutions to financial investment problems. Develop multi-factor econometric models and machine learning models utilizing both macro and market variables to forecast global economic indicators. Conduct quantitative and fundamental signal research for global interest rate markets. Apply quantitative financial analysis techniques and machine learning methods to a vast array of datasets. Implement methods for collecting, parsing, and cleaning and storing large structured and unstructured data from different data sources. Develop analytical tools to monitor global economic outlook; conduct in-depth research to understand the underlying drivers of the economic trend and the impact to portfolio. Research, monitor and analyze academic literatures in the field and research validity of theses on portfolios. Share insights from results of quantitative research efforts focused on statistics, econometrics, machine learning, and data science.

Minimum education and experience required: Master’s degree or equivalent in Computer science, Financial Engineering, Mathematics, or related field plus 3 years of experience in building quantitative financial models, handling time-series data and large data sets or related experience; OR PhD degree or equivalent in Computer science, Financial Engineering, Mathematics, or related field.

Skills required: Must have experience with quantitative research experience in financial markets. Must have experience with building forecasting models using multi-variable regressions and advanced machine learning techniques. Must have experience with programming in Python, C++, or Java. Must have experience with database manipulation (SQL) and data analysis. Must have experience with deciphering signal from noisy data sets. Must have experience with data science skills, including estimation methods, time series analysis, statistical inference methods, and machine learning techniques as applied in quantitative research. Must have demonstrated knowledge in econometrics and macroeconomics theory. Must have experience with tackling in-depth research projects, discovering creative solutions and communicating complex ideas clearly. Must pass company’s required skills assessment. Employer will accept any amount of experience with the required skills.

The base pay for this role will be between $165,000 and $325,000 per year. 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.

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