Quantitative Software Engineer — Portfolio Research Accelerator

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

Benefits offered by this job

Fully paid medical and dental insurance

Competitive 401k match

Onsite gyms with laundry service

Generous vacation and unlimited sick days

Flexible in-office days

Job summary

Two Sigma, a leading financial sciences firm, is seeking a Quantitative Software Engineer for Portfolio Research Acceleration. This role combines engineering and quantitative research to enhance portfolio optimization. Ideal candidates will bring strong analytical skills, a deep understanding of mathematical techniques, and a PhD in a related field. Enjoy comprehensive benefits including medical insurance and a generous vacation policy, while working in a collaborative environment.

Qualifications

• Minimum 7 years of experience in software engineering and quantitative analysis.
• Excellent communication skills required.
• Experience with mathematical optimization and statistical methods.

Responsibilities

• Work closely with research partners on portfolio optimization techniques.
• Prototype implementations and craft new architectures.
• Perform quantitative analysis to impact trading models.

Skills

Mathematical optimization

Linear algebra

Statistical methods

Numeric methods

Excellent communication skills

Education

PhD in Physics, Electrical Engineering, Computer Science, Operations Research, or Applied Math

Job description

Two Sigma, a leading financial sciences firm, is seeking a Quantitative Software Engineer for Portfolio Research Acceleration. This role combines engineering and quantitative research to enhance portfolio optimization. Ideal candidates will bring strong analytical skills, a deep understanding of mathematical techniques, and a PhD in a related field. Enjoy comprehensive benefits including medical insurance and a generous vacation policy, while working in a collaborative environment.