Two Sigma Investments
Two Sigma is a different kind of investment manager. Since 2001, we have used data science and technology to derive insights that forecast the future and discover value in markets worldwide. Our team of scientists, technologists and academics looks beyond traditional finance to understand the bigger picture and develop creative solutions to some of the world's most challenging economic problems. Our work spans across markets and industries, from insurance and securities to private investments and new ventures.
We are seeking a junior or mid-level quantitative software engineer to join the Market Making and Index Arbitrage (MMIA) team, who develops highly automated market making strategies using quantitative/statistical techniques.
You will take on the following responsibilities:
* Improve existing and develop new high frequency trading strategies.
* Manage high frequency portfolios trading across all US equities venues and potential expansion to other asset classes and regions
* Develop and maintain shared modeling infrastructure for the team, such as simulation engine, forecast evaluation tools etc.
* Provide solid statistical analysis to drive key business decisions such as expanding to a new market etc.
You should possess the following qualifications:
* At a minimum, a bachelor's degree in computer science, applied mathematics, statistics, or another quantitative discipline from a top university. An advanced degree in another similar discipline is preferred.
* Strong analytical skills; experience working with and analyzing large data sets.
* Deep intellectual curiosity and passion for building & improving trading strategies.
* Proficiency in coding, demonstrated interest in translating algorithms and models into production quality code
* Exposure to quantitative portfolio management is a plus. Exposure to machine learning is a plus.
You will enjoy the following benefits:
* 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
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.
About Two Sigma Investments
Two Sigma Investments is a hedge fund that utilizes machine learning, distributed computing, and other technologies to improve investment strategies.