Quantitative Architect Software Engineer

Quantitative Architect Software Engineer at Two Sigma

Two Sigma is a premier quantitative investment management and trading firm that leverages a scientific approach, integrating cutting-edge technology, artificial intelligence, data science, and quantitative research to deliver alpha for investors. Our team of engineers, researchers, and data scientists tackles complex economic problems by testing hypotheses and developing innovative solutions.

About the Role

The Systematic Macro business at Two Sigma is undergoing significant expansion. To support this growth, the Systematic Macro Engineering team is developing advanced quantitative software for macro research and trading. This involves a wide array of techniques and projects, including building macro factor models, computing macro instrument returns, constructing macro portfolios, accelerating macro research simulations, and creating modeling tools for macro alpha modelers.

We are seeking an Architect/Engineer to join our dynamic team. In this position, you will collaborate closely with sophisticated users, product managers, engineering leaders, and your peers to deliver world-class software solutions for Two Sigma’s systematic macro business.

Responsibilities

• Collaborate with research partners to explore and develop new research areas.
• Prototype implementations, design new architectures, and productionalize research insights.
• Perform quantitative analysis to understand and characterize the impact of your work on Two Sigma’s trading models, facilitating discussions with stakeholders.
• Become a subject matter expert for the systems supporting these research domains and contribute to their evolution.
• Develop a profound understanding of various research domains within the systematic macro business.

Qualifications

• Bachelor's degree in a technical or quantitative field (e.g., Computer Science, Mathematics, Physics).
• Minimum of 7 years of relevant experience; 10+ years preferred.
• Proven expertise in software design, implementation, and debugging.
• Demonstrated success in releasing high-quality software products.
• Exceptional team player with the ability to collaborate effectively with modeling and engineering partners.
• Extensive engineering experience in quantitative software engineering, particularly with macro instruments and markets, is highly advantageous.

Benefits and Perks

• 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 code, snacks, game rooms.
• Learning & Development: Tuition reimbursement, sponsorship for conferences and training.
• Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves.
• Hybrid Work: Flexible in-office days with a budget for home office setup.

Compensation

The base pay for this role is between $165,000 and $300,000 annually. Additional compensation may include a discretionary bonus, which can be a significant portion of total compensation. Health, dental, wellness plans, and 401(k) contributions are also provided. Actual compensation will be determined by skills, qualifications, and experience.

Equal Opportunity Employer

Two Sigma is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.

Key skills/competency

• Quantitative Analysis
• Software Engineering
• Systematic Macro
• Architecture Design
• Trading Systems
• Financial Modeling
• Algorithm Development
• Data Science
• Python
• C++