Quantitative Software Engineer

About Two Sigma

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 Quantitative Components

In Quantitative Components, we own the systems that drive Two Sigma’s ability to make reliably profitable portfolios in a world of uncertainty. Our team builds the core components at the heart of Two Sigma’s forecasting, simulation and optimization. These systems are critical 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 are expected to understand, build, iterate, and expand on the research done by our world class research groups. Our engineers 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.

Responsibilities

• Work closely with our research partners to ideate and iterate within new areas of research. Engineers prototype implementations, craft new architectures and productionalize 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.
• Become a technical expert for the systems underpinning these research areas and help evolve these components.
• Develop a deep understanding in multiple research domains.

Qualifications

• Minimum 1 year of experience required; 5-10 years of experience preferred in software engineering and quantitative analysis.
• BS in Computer Science, Applied Mathematics, or another technical/quantitative field.
• Knowledge of statistical methods, mathematical optimization (convex), numerical methods, computing performance optimization and finance and market structures are beneficial.
• Excellent communication skills.

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

Compensation

The base pay for this role will be between $165,000 and $300,000. 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 Software Engineering
• Quantitative Components
• Software Engineering
• Quantitative Analysis
• Trading Models
• Research Insights
• Technical Expertise
• Computer Science
• Applied Mathematics
• Finance