Quantitative Architect / Software Engineer: Macro Engineering

About this role

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, 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.


Two Sigma’s systematic macro business is planning to expand significantly over the next few years. To support this growth, the Systematic Macro Engineering team is building quantitative software for the research and trading of this business across a wide range of techniques. We work on a variety of strategic and tactical projects ranging from building macro factor models, computing macro instrument returns to construct macro portfolios, speeding up macro research simulations and building modeling tools for macro alpha modelers.


We are currently looking for an Architect / Engineer to join our team. In this role, you will collaborate with a sophisticated set of users, product managers, engineering leaders and teammates to deliver world-class software for Two Sigma’s systematic macro business.


You Will Take On The Following Responsibilities

• Work closely with our research partners to build and iterate within new areas of research. Engineers will prototype implementations, craft new architectures, and productionalize research insights
• Perform quantitative analysis to characterize and understand the impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders
• Become an expert for the systems underpinning these research areas and help evolve these components
• Develop a deep understanding of multiple research domains

You Should Possess The Following Qualifications

• BS in a technical or quantitative field such as Computer Science, Mathematics, Physics, etc.
• Minimum 7 years of ...