Quantitative Architect / Software Engineer: Macro Engineering

Two Sigma; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Two Sigma in New York seeks a senior software engineer to partner with researchers, prototype architectures, and productionalize insights. You will collaborate closely with researchers and engineers to turn research into scalable systems.

You will perform quantitative analysis to measure the impact on trading models, discuss results with researchers and business leaders, and become an expert for the systems underpinning these research areas.

Qualifications

• BS in a technical/quant field.
• 7+ years of experience required; 10+ years preferred.
• Strong design, implementation, and debugging skills.
• Track record of releasing high quality software products.
• Rich engineering experience in the quantitative software engineering domain, especially on macro instruments and markets, is a huge plus.

Responsibilities

• Work closely with our research partners to build and iterate within new areas of research. Engineers will prototype implementations, craft new architectures, and productionalize research insights
• Perform quantitative analysis to characterize and understand the impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders
• Become an expert for the systems underpinning these research areas and help evolve these components
• Develop a deep understanding of multiple research domains

Skills

Design & Implementation

Debugging skills

Team collaboration

Software release track record

Quant/system-domain experience

Education

BS in Computer Science/Math/Physics

Job description

Responsibilities

• Work closely with our research partners to build and iterate within new areas of research. Engineers will prototype implementations, craft new architectures, and productionalize research insights
• Perform quantitative analysis to characterize and understand the impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders
• Become an expert for the systems underpinning these research areas and help evolve these components
• Develop a deep understanding of multiple research domains

Qualifications

• BS in a technical or quantitative field such as Computer Science, Mathematics, Physics, etc.
• Minimum 7 years of experience required; 10+ years of experience preferred
• Strong design, implementation, and debugging skills
• A track record of successfully releasing high quality software products
• A great teammate that can work efficiently with modeling and engineering partners
• Rich engineering experience in the quantitative software engineering domain, especially on macro instruments and markets, is a huge plus