Quantitative Researcher ETFs

Quantitative Researcher ETFs

Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.

Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.

About the Role

We are seeking a self-motivated individual to join the ETF Strategies team within the Equities division. The team builds alpha models, including systematic strategies to exploit inefficiencies around ETF and index trading. We are seeking a quantitative researcher to develop systematic signals to generate alpha and increase capacity, partnering closely with other domain experts across modeling, portfolio management, platform and trading to drive successful implementation of new strategies. This is a growth oriented role and a successful candidate is expected to manage and mentor junior researchers.

Responsibilities

• Generate new alpha through quantitative signals reflecting inefficiencies in global capital markets related to ETF trading.
• Gather, maintain, and analyze economic and financial data for global ETFs and indices.
• Analyze large panel datasets of market microstructure data, including intra-day quote and trade execution data.
• Conduct portfolio construction and implementation research.
• Build relationships and partner closely with other teams supporting investment and research processes.

Qualifications

• Excellent quantitative skills, evidenced by formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or related quantitative field.
• Extensive experience in applied research within a quantitative field.
• A PhD is a plus.
• 2+ years of work experience in the investment research function of a financial firm.
• Strong understanding of financial markets, including drivers of return, risk control, and portfolio construction techniques.
• Strong understanding of computer technology in financial and economic research.
• Statistical programming skills (Python, Java), data management and retrieval acumen (SQL/Spark preferred), and Linux literacy.
• Effective communication skills, both written and verbal.
• Strong understanding of data available in the investment management industry and experience managing and accessing such data.
• Ability to work efficiently and multitask in a fast-paced, team-oriented environment, managing end-to-end research projects from data gathering to model implementation.

Benefits and Perks

• Fully paid medical and dental insurance premiums for employees and dependents.
• Competitive 401k match.
• Employer-paid life & disability insurance.
• Onsite gyms with laundry service.
• Wellness activities.
• Casual dress code.
• Complimentary snacks and game rooms.
• Tuition reimbursement.
• Conference and training sponsorship.
• Generous vacation and unlimited sick days.
• Competitive paid caregiver leaves.
• Flexible in-office days with a budget for home office setup.

Compensation

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

Equal Opportunity Employer

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.

Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws. If you believe you need an accommodation, please visit our website for additional information.

Key skills/competency

• Quantitative Research
• ETF Strategies
• Financial Markets
• Data Analysis
• Python
• SQL
• Spark
• Algorithmic Trading
• Portfolio Construction
• Risk Management