Quantitative Architect / Software Engineer: Macro Engineering

Two Sigma; New York (NY); Hybrid; USD 165,000 - 300,000; Full time

Benefits offered by this job

Onsite gyms with laundry service

Tuition reimbursement

Unlimited sick days

Job summary

A leading financial sciences company in New York is seeking a Quantitative Architect / Software Engineer for its Macro Engineering team. The successful candidate will engage in quantitative analysis and collaborate with research partners to design and implement software solutions. This role requires a BS in a technical field and significant professional experience in quantitative software engineering. Generous benefits and a flexible hybrid work model are included.

Qualifications

• Minimum 7 years of experience, 10+ years preferred.
• A track record of successfully releasing high quality software products.
• Rich engineering experience in the quantitative software engineering domain is a huge plus.

Responsibilities

• Work closely with research partners to build and iterate within new areas of research.
• Perform quantitative analysis to characterize and understand the impact on trading models.
• Become an expert for the systems underpinning these research areas.

Skills

Strong design, implementation, and debugging skills

Collaboration with modeling and engineering partners

Quantitative analysis expertise

Education

BS in a technical or quantitative field

Job description

Quantitative Architect / Software Engineer: Macro Engineering

Quantitative Architect / Software Engineer: Macro Engineering – Two Sigma

Overview

Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, securities, private equity, and venture capital. Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems. Two Sigma’s systematic macro business is expanding, and the Systematic Macro Engineering team is building quantitative software for the research and trading of this business across a wide range of techniques.

We work on projects ranging from building macro factor models and computing macro instrument returns to construct macro portfolios, speeding up macro research simulations, and building modeling tools for macro alpha modelers. We are seeking an Architect / Engineer to join our team to collaborate with a sophisticated set of users, product managers, engineering leaders, and teammates to deliver world-class software for Two Sigma’s systematic macro business.

Responsibilities

• Work closely with 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 work on Two Sigma’s trading models and engage 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; 10+ years preferred.
• Strong design, implementation, and debugging skills.
• A track record of successfully releasing high quality software products.
• A great teammate who 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.

Benefits & Compensation

• Base pay: between $165,000 and $300,000. Discretionary bonus may be a significant portion of total compensation.
• Other compensation and benefits may include health, dental and other wellness plans and 401(k) contributions.
• Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance.
• Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms.
• Learning: Tuition reimbursement, conference and training sponsorship.
• Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves.
• Hybrid Work Policy: Flexible in-office days with budget for home office setup.

Two Sigma is an equal opportunity employer. We do not discriminate based on race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, veteran status, disability, or any other legally protected characteristics. We provide reasonable accommodations to qualified individuals in accordance with applicable laws. If you need an accommodation, please visit our website for additional information.