Macro Quant Researcher: AI-Driven Alpha in Global Markets
Two Sigma
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Benefits offered by this job
Job summary
Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.
Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s
Qualifications
- 4+ years of quantitative research in macro markets.
- Expertise in data analysis, time series, and ML.
- Advanced degree in statistics, mathematics, physics, computer science, financial engineering, or similar.
- Strong programming skills, especially Python.
Responsibilities
- Develop innovative models to generate alpha in macro markets
- Contribute to the end-to-end investment process, including idea generation, feature development, alpha forecasting, monetization, portfolio construction, and portfolio management
- Analyze a vast array of datasets to discover alpha opportunities
- Apply advanced artificial intelligence and machine learning techniques to quantitative macro investing
- Collaborate in an entrepreneurial team environment with quantitative researchers and developers
Skills
Education
Job description
Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.
Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s
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