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Quantitative Software Engineer - Quantitative Components

Two Sigma
Quantitative Software Engineer - Quantitative Components
New York, US
160,000 - 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.

In Quantitative Components, we own the systems that drive Two Sigma’s ability to make singularly accurate forecasts in a world of uncertainty. The team builds the core components at the heart of Two Sigma’s forecasting, simulation and optimization. These systems are essential for the success of Two Sigma and touch all parts of the research, modeling and trading environments. Engineers working on Quantitative Components will be directly responsible to our core business and will be expected to understand, build, iterate and expand on the research done by our world class research groups. Our engineers will need to engage with research topics and cover new domains quickly; build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a complex and mission critical domain. The ideal candidate is someone with a strong engineering and quantitative background - we work at the intersection of engineering and quantitative research.

You will take on the following responsibilities:

  • Develop a deep understanding in multiple research domains.

  • Become a technical expert for the systems underpinning these research areas and help evolve these components.

  • Work closely with our research partners to ideate and iterate within new areas of research. Engineers will be expected to be comfortable prototyping implementations, designing new architectures and productionizing 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. 

You should possess the following qualifications:

  • Minimum 1 year of experience required; preferred 1-10 year(s) in software engineering and quantitative analysis.

  • BS in computer science, applied mathematics, or another technical/quantitative discipline.

  • Knowledge of more esoteric numeric algorithms and low level performance optimization, statistical methods, convex optimization and finance and market structures are beneficial.

  • Excellent communication skills. 

You will enjoy the following benefits:

  • Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, 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, sick days, and paid caregiver leaves

  • Hybrid Work Policy: Flexible in-office days with budget for home office setup

The base pay for this role is anticipated to be between $160,000 and $300,000. The anticipated base pay range is based on information as of the time this post was generated. 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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