Conduct comprehensive quantitative/statistical research & analysis & apply market intuition to enhance the monetization of alpha models. Utilize advanced quantitative techniques to research, develop & execute experiments that analyze & predict the impact of financial market trading activities on market dynamics & counterparties.
Minimum requirements: Master's Degree in Mathematics, Applied Mathematics, Statistics, Computer Science, Electrical Engineering or a related quantitative field & knowledge of: Python libraries including numpy, scikit-learn, & pandas for handling, analyzing, & performing statistical data analysis on large (300-500 GB) datasets; statistical significance & probability theory; mathematical tools, including linear algebra, multivariate calculus, & random processes; ability to write production-level software code in Python & C++, Java or Rust; ability to develop investment trading strategy including ability to research pipeline management & perform benchmark risk research; automation techniques that enhance efficiency & expedite daily operations; ability to research, design & implement machine learning models used for predictive analytics & model development; data distribution characteristics & the ability to identify similarities between different data distributions; approximation algorithms to accelerate computational processes, managing trade-offs in accuracy; version control software, including git; & Linux/Unix operating system & bash scripting. Must pass company's required skills assessment.
Base pay: $165k-$325k/year (does not include other forms of compensation/benefits). Note Hybrid work attendance policy: In-office work required at below office address for collaboration days based on each team's requirement; remote work permissible for remainder of same month. Send resume to [email protected] or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13337.
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