Quantitative Software Engineer: Quantitative Components

Two Sigma is a leading quantitative investment management and trading firm. They are seeking a Quantitative Software Engineer to work closely with research partners, perform quantitative analysis, and develop expertise in various research domains.

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

Skills

• 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

• 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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