Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Includes but not limited to apply quantitative financial analysis/statistical analysis/data analysis skills, including estimation methods, time series analysis & machine learning methods to research, formulate, design & develop sophisticated predictive quantitative financial investment models & financial trading strategies to trade futures, fixed income instruments & derivatives in variety of global markets.
Research, design & develop production-quality, high-reliability, highly tuned numerical quantitative code using complex financial linear algebra, statistical modeling & numerical optimization techniques.
Note: Company "Hybrid" work attendance policy: In-office work attendance required at aforementioned office address for collaboration days based on each team's requirement; telecommuting / working from home permissible for remainder of same month.
Requirements:
Must have Master's or equivalent in Financial Engineering, Statistics, Math in Finance, Applied Physics, Computer Science or related field + 3 years' experience in Quantitative Research or related experience; OR PhD or equivalent in Financial Engineering, Statistics, Math in Finance, Applied Physics, Computer Science or related field.
Must have demonstrated knowledge of following quantitative research & analysis skills:
- Quantitative finance & financial markets
- Modern portfolio theories (including portfolio optimization & portfolio construction) & risk modeling
- Statistical analysis of time series data, panel data, & cross-sectional data
- Experience working in fixed income markets
- Analyzing large-scale financial datasets
- Linear algebra, probability, statistics, machine learning & convex optimization
- Programming with Python, Matlab, & database tools (SQL)
- Utilizing machine learning libraries & frameworks (e.g., pytorch, scikit-learn)
- Conducting rigorous independent scientific research
- Designing & implementing back-testing frameworks
- Data cleaning, preprocessing, & transformation
- Portfolio risk management, factor analysis, & risk estimation
Must pass company's required skills assessment. Employer will accept any amount of experience with required skills.
Application Instructions:
Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@twosigma.com & reference Job #13339.
Rate of pay: $165,000-$325,000/yr (may also be eligible for other forms of compensation & benefits).
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