About this role
You will take on the following responsibilities:
- Develop a deep understanding in multiple research domains
- Become a technical SME for the systems underpinning our research areas and help evolve these components
- Partner closely with our research partners to ideate and iterate within new areas of research. Engineers prototype, design, and implement low-latency quantitative components to permit new classes of quantitative models and tactics
- Analyze quantitative characteristics from data generated in real-time trading and simulations
- Research, develop, and simulate quantitative changes to alpha models, feature pipelines, and trading strategies
- Perform quantitative analysis to characterize and understand the quantitative impact of our work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders
You should possess the following qualifications:
- Minimum 1 year of experience with 5-10+ years of experience preferred in software engineering and quantitative analysis
- BS in Computer Science, Mathematics, Physics or related technical/quantitative subject area
- Deep knowledge of developing high performance software in a systems programming language such as Rust, C, or C++, and an ambition to become an SME at Rust
- Experience using Python for quantitative analysis
- Excellent interpersonal skills
- Knowledge of low-latency software development and optimization, statistical methods, convex optimization and finance and market structures are beneficial