Quantitative Software Engineer

Two Sigma; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

Two Sigma is seeking a quantitative engineer to own and evolve the systems underpinning research areas such as ML, finance, and quantitative algorithms. You will prototype, test, and implement models used across the firm and help design scalable systems that power research and trading activities.

Ideal candidates have a CS/Math background, 1+ year experience (3–10 preferred), and familiarity with NumPy/SciPy/scikit-learn, Python, and large-scale distributed apps.

Qualifications

• BS in Computer Science, Applied Mathematics, or related technical field.
• Minimum 1 year of experience required; 3-10 years of experience preferred.
• Experience building quantitative software in finance, math/stats, or ML/DL.
• Experience with NumPy, SciPy, or scikit-learn.
• Experience with scripting languages such as Python.

Responsibilities

• Become an authority for the systems underpinning our research areas (ML, Finance, and/or quantitative algorithms).
• Collaborate with research partners to conceptualize and iterate within new research areas.
• Model development: prototyping, testing, and implementing models used across Two Sigma.
• Quantitative systems: design architectures and develop systems powering research and trading.

Skills

Python

Machine learning

Distributed systems

Real-time systems

Education

BS in Computer Science or Applied Mathematics

Tools

NumPy

SciPy

scikit-learn

Job description

You will take on the following responsibilities:

• Become an authority for the systems underpinning our research areas (ML, Finance, and/or quantitative algorithms) and help evolve these components
• Work closely with our research partners to conceptualize and iterate within new areas of research and development. Quantitative Engineers can have a diverse mandate including:
• Model development: prototyping, testing, and implementing models utilized across Two Sigma
• Quantitative systems: designing new architectures and/or developing systems that power research and trading activities at Two Sigma
• Quantitative tooling: developing and scaling the tools, frameworks, and libraries that are used by our teams to conduct research and build models - improving performance optimization and scalability of these capabilities

You should possess the following qualifications:

• BS in Computer Science, Applied Mathematics, or related technical field
• Minimum 1 year of experience required; 3-10 years of experience preferred
• Professional experience building quantitative software across at least one of the following areas: quantitative finance, math/stats/numeric methods, and machine learning/deep learning
• Experience applying technologies and libraries such as NumPy, SciPy, or scikit-learn
• Experience with scientific computing and algorithm development
• Knowledge of scripting languages such as Python
• A background in building large-scale, real-time, and distributed applications is desired
• While we analyze the data-rich domain of finance, financial experience is not a requirement