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, 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 an exceptional analyst with a strong background in data analysis and statistical methods, and professional experience with structured products to join our team. In this role, you will work closely with the portfolio manager in all aspects of our fast growing Collateralized Loan Obligation (CLO) investment business.
You Will Take On The Following Responsibilities
- Building and supporting applications, tools and models for CLO trading.
- Performing credit analysis of CLOs in both new issue and secondary markets.
- Constructing quantitative alpha strategies, from idea generation and data collection to analysis, model creation, and portfolio implementation.
- Opening opportunities to pursue previously unexplored research topics.
- Interfacing with the market and trading CLO tranches under supervision.
You Should Possess The Following Qualifications
- An excellent academic record with a bachelor’s or advanced degree in a quantitative discipline.
- Strong programming skills (Python).
- Experience working with large data sets.
- Ability to tackle in-depth research projects and communicate complex ideas clearly.
- Innate curiosity, resourcefulness and attention to detail.
- Prior experience (2 to 10 years) in structured products is required. Direct leveraged credit and CLO experience is preferred.
- Experience in vendor model, solution or platform - Intex, Valitana, Bloomberg.
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 $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.
