Quantitative Software Engineer
Two Sigma is a leading quantitative investment management and trading firm that utilizes cutting-edge technology and data science to capitalize on market opportunities. They are seeking a Quantitative Software Engineer to develop innovative solutions and collaborate with research partners to enhance their quantitative systems and tooling.
Responsibilities
- Become an authority for the systems underpinning our research areas (ML, Finance, and/or quantitative algorithms) and help evolve these components
- Work closely with our research partners to conceptualize and iterate within new areas of research and development
- Model development: prototyping, testing, and implementing models utilized across Two Sigma
- Quantitative systems: designing new architectures and/or developing systems that power research and trading activities at Two Sigma
- Quantitative tooling: developing and scaling the tools, frameworks, and libraries that are used by our teams to conduct research and build models - improving performance optimization and scalability of these capabilities
Skills
- BS in Computer Science, Applied Mathematics, or related technical field
- Minimum 1 year of experience required; 3-10 years of experience preferred
- Professional experience building quantitative software across at least one of the following areas: quantitative finance, math/stats/numeric methods, and machine learning/deep learning
- Experience applying technologies and libraries such as NumPy, SciPy, or scikit-learn
- Experience with scientific computing and algorithm development
- Knowledge of scripting languages such as Python
- A background in building large-scale, real-time, and distributed applications is desired
Benefits
- 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
- Snacks
- Game rooms
- Tuition reimbursement
- Conference and training sponsorship
- Generous vacation and unlimited sick days
- Competitive paid caregiver leaves
- Flexible in-office days with budget for home office setup
Company Overview
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