Quantitative Researcher - Quantitative Macro & Fixed Income

Two SigmaNew York City, New YorkOn-siteFull-timeJunior, 1–2 yearsListed 1 day ago

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About this role

You will take on the following responsibilities :
- Develop innovative models to generate alpha in macro markets
- Contribute to the end-to-end investment process, including idea generation, feature development, alpha forecasting, monetization, portfolio construction, and portfolio management
- Analyze a vast array of datasets to discover alpha opportunities
- Apply advanced artificial intelligence and machine learning techniques to quantitative macro investing
- Collaborate in an entrepreneurial team environment with quantitative researchers and developers
You should possess the following qualifications:
- 4+ years of quantitative research experience in macro markets (e.g., Futures, FX, Fixed Income, Commodities, etc.)
- Expertise in data analysis, time series analysis, and machine learning techniques
- Advanced degree in a quantitative discipline like statistics, mathematics, physics, computer science, financial engineering, or similar
- Strong skills in at least one programming language (e.g., Python)
- Experience using AI-native and agentic workflows is a plus
- Ability to tackle in-depth research projects, discover creative solutions, and communicate complex ideas clearly