Quantitative Software Engineer

Join to apply for the Quantitative Software Engineer role at Two Sigma

Join to apply for the Quantitative Software Engineer role at Two Sigma

Position Summary

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.

We are seeking outstanding technologists with sophisticated mathematical, statistical, and/or machine learning abilities to join our team. Equal parts code specialists and quantitative problem solvers, our quantitative software engineers grapple with difficult computational and data-related problems directly and implement efficient and innovative solutions. Entailing a sophisticated knowledge of algorithms and high-performance computing, these efforts have attracted ACM programming competition finalists, Top Coder contenders, and other competitive problem solvers.

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 Num Py, Sci Py, 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

You Will Enjoy The Following 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 $250,000. 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.

Seniority level

• Seniority level
  
  Mid-Senior level

Employment type

• Employment type
  
  Full-time

Job function

• Job function
  
  Engineering and Information Technology

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