Portfolio Research Engineer - Quantitative Optimization

Two Sigma; New York (NY); On-site; USD 190,000 - 230,000; Full time

Job summary

Two Sigma in New York is seeking an experienced research engineer to push forward portfolio optimization techniques and build tools that accelerate research. You will prototype architectures, productionize insights, and perform quantitative analyses to measure impact on trading models.

A PhD in a quantitative field and strong communication are highly valued. The role demands 7+ years of experience, with 10+ preferred across software engineering, quantitative analysis, and research practices.

Qualifications

• PhD-level technical background preferred with strong quantitative training.
• Proven ability to apply advanced mathematical methods to real-world problems.

Responsibilities

• Collaborate with research partners to ideate and iterate within new areas of research, driving improvements and innovations in portfolio optimization techniques, and developing new tools to accelerate research
• Engineers will 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 portfolio research domains

Skills

Software engineering

Quantitative analysis

Research methods

Mathematical optimization

Linear algebra

Statistics

Numeric methods

Communication skills

Portfolio optimization

Academia/Industry experience

Education

PhD in Physics, Electrical Engineering, Computer Science, Operations Research, Applied Math

Job description

Two Sigma in New York is seeking an experienced research engineer to push forward portfolio optimization techniques and build tools that accelerate research. You will prototype architectures, productionize insights, and perform quantitative analyses to measure impact on trading models.

A PhD in a quantitative field and strong communication are highly valued. The role demands 7+ years of experience, with 10+ preferred across software engineering, quantitative analysis, and research practices.