Quantitative Researcher: Portfolio & Risk Modeling

Two Sigma; New York (NY); On-site; USD 140,000 - 230,000; Full time

Job summary

Two Sigma is seeking a quantitative-focused professional to design portfolio construction and risk management strategies using data science, statistics, and software engineering. You will develop investment models and test complex ideas with engineers to validate theories, while partnering with senior leaders to prioritize portfolio initiatives.

Candidate should have a technical/quantitative degree and strong programming skills in C/C++, Java, or Python, plus experience leading research projects

Qualifications

• Degree in statistics, mathematics, physics, electrical engineering, computer science or similar (bachelor's through doctorate welcome).
• Proficiency in at least one programming language (C, C++, Java, or Python).
• Experience running an in-depth research project using real-world data.

Responsibilities

• Design and engineer portfolio construction and risk management strategies using data science, statistics, macroeconomics, and software engineering.
• Develop investment models and shape our view of market behavior using rigorous scientific methods.
• Partner with senior leaders to develop, prioritize, and deliver portfolio management initiatives.
• Manage portfolio risk through unexpected volatility.
• Build analytics to monitor portfolios for emerging risks.
• Create and test complex investment ideas, partnering with engineers to validate your theories.

Skills

Programming (C/C++/Java/Python)

Quantitative data analysis

Independent thinking

Education

Technical/quantitative degree

Job description

Two Sigma is seeking a quantitative-focused professional to design portfolio construction and risk management strategies using data science, statistics, and software engineering. You will develop investment models and test complex ideas with engineers to validate theories, while partnering with senior leaders to prioritize portfolio initiatives.

Candidate should have a technical/quantitative degree and strong programming skills in C/C++, Java, or Python, plus experience leading research projects