About this role
You will take on the following responsibilities:
- Work closely with our research partners to ideate and iterate within new areas of research, driving improvements and innovations in portfolio optimization techniques, and developing new tools to accelerate research
- Engineers will prototype implementations, craft new architectures, and productionalize research insights
- Perform quantitative analysis to characterize and understand the quantitative impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders.
- Become a technical expert for the systems underpinning these research areas and help evolve these components
- Develop a deep understanding in multiple portfolio research domains
You should possess the following qualifications:
- Minimum 7 years of experience in academia and/or industry; 10+ years of experience preferred in software engineering, quantitative analysis and research methods
- Experience with mathematical optimization, linear algebra, statistical methods, and numeric methods
- PhD in Physics, Electrical Engineering, Computer Science, Operations Research, Applied Math, or another technical/quantitative field highly preferred
- Excellent communication skills
- No prior finance experience required, though familiarity with portfolio construction and optimization techniques a plus