About this role
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 NumPy, SciPy, 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