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.
Two Sigma Securities brings a scientific approach to systematic trading and risk management to make markets more efficient. Our team trades over 10,000 US equities and 4,000 listed options, leveraging our high performance trading system to execute over 850 million shares per day. Two Sigma Securities is entering an exciting growth phase. We value the insights of our colleagues and encourage them to innovate and shape their own work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.
We’re looking for a quantitative researcher with strong statistics, data analysis, and machine learning skills to analyze market dynamics, construct predictive features, and develop alpha models. You’ll run end-to-end research—from hypothesis to deployment—and contribute directly to live trading strategies in close collaboration with other researchers and engineers. You will work closely with researchers and engineers and play a crucial role in researching and developing our proprietary trading strategies.
You Will Take On The Following Responsibilities
- Analyze market and alternative datasets to deepen understanding of market microstructure and price dynamics.
- Formulate hypotheses, design predictive features, and build alpha models with robust backtesting.
- Research and develop cutting edge machine learning models and other relevant AI technologies.
- Create and test complex trading ideas and partner with our engineers to test your theories.
- Collaborate with engineers to deploy/operationalize alpha models in a low latency production environment; monitor live performance and iterate.
- Attend academic conferences and share insights focused on statistics, machine learning, and data science.
You Should Possess The Following Qualifications
- Minimum 1+ years of experience in quantitative research or applied ML experience with real-world data, preferably in quantitative finance or a similarly technical field such as technology industry or research institutions.
- Degree in a technical or quantitative disciplines, such as statistics, computer science, operations research, physics, mathematics or electrical engineering. (all levels welcome, from bachelor’s to doctorate)
- Proficiency in Python for data analysis and modeling; familiarity with a compiled language (C++/Java) is a plus.
- Experience performing an in-depth research project using real-world data.
- Ability to think independently, frame problems creatively, and communicate complex ideas clearly to technical and non technical audiences.
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 $300,000. 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.
