Quantitative Software Engineer: High-performance Algorithms and Techniques

Quant Blueprint LLC; New York (NY); Hybrid; USD 165,000 - 325,000; Full time

Benefits offered by this job

Fully paid medical and dental insurance

Generous vacation and unlimited sick days

Tuition reimbursement

Flexible in-office days

Job summary

Quant Blueprint LLC in New York is looking for a skilled Quantitative Software Engineer to implement innovative machine learning algorithms and develop tools for trading platforms. Candidates should hold a degree in a technical field and have strong programming skills in technologies like Python, Java, and C++.

The position offers a competitive salary, comprehensive benefits, and a hybrid work environment, including fully paid health insurance and paid caregiver leave.

Qualifications

• Bachelor's degree or higher in computer science, applied mathematics, or another technical discipline.
• Experience developing high-performance, multi-threaded applications using several programming languages.
• Strong numerical programming skills utilizing technologies such as numpy, scipy, or scikit learn.

Responsibilities

• Explore, design and implement large scale machine learning algorithms.
• Building the tools and engines that bring our platforms and models to life.
• Maintain and support existing trading platform.

Skills

Numerical programming skills with numpy, scipy, or scikit learn

High-performance, multi-threaded application development

Strong knowledge of Python

Education

Bachelor's degree or higher in computer science, applied mathematics, or related fields

Tools

Java

C++

Job description

Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, 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.

We are seeking exceptional technologists with advanced mathematical and statistical abilities to join our team. Equal parts code experts and mathematical thinkers, our quantitative software engineers bring together technical and analytical expertise to grapple with difficult computational and data‑related problems directly and implement efficient and innovative solutions. Entailing a sophisticated knowledge of algorithms, statistics, and high‑performance computing, this effort has attracted ACM programming competition finalists, Top Coder contenders, and other highly technical, competitive problem solvers.

Responsibilities

• Explore, design and implement large scale machine learning algorithms;
• Implementing trading strategies;
• Building the tools and engines that bring our platforms and models to life;
• Maintain and support existing trading platform
• Assist and support modeling research process.

Qualifications

• Bachelor's degree or higher in computer science, applied mathematics, or another technical discipline.
• Strong numerical programming skills utilizing technologies such as numpy, scipy, or scikit learn.
• Experience with scientific computing and algorithm development.
• A background or interest in building large-scale, real-time, and distributed applications is desired.
• Experience developing high-performance, multi-threaded applications using several programming languages including java or C++.
• Strong knowledge of Python.
• While we analyze the data-rich domain of finance, financial experience is not a requirement.

Benefits

• 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

The base pay for this role will be between $165,000 and $325,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws. If you believe you need an accommodation, please visit our website for additional information.