Quantitative Architect / Software Engineer: Quantitative Components

About this role

Position Summary


Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.


Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.


In Quantitative Components, we own the systems that drive Two Sigma’s ability to make reliably profitable portfolios in a world of uncertainty. Our team builds the core components at the heart of Two Sigma’s forecasting, simulation and optimization. These systems are critical for the success of Two Sigma and touch all parts of the research, modeling, and trading environments. Engineers working on Quantitative Components will be directly responsible to our core business and are expected to understand, build, iterate, and expand on the research done by our world class research groups. Our engineers engage with research topics and cover new domains quickly; build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a complex and mission critical domain.


The ideal candidate is someone with a strong engineering and quantitative background - we work at the intersection of engineering and quantitative research.


You Will Take On The Following Responsibilities

• Understand the business purpose of our systems. Use that understanding to prioritize technical work and resolve tradeoffs
• Drive innovation, standard methodologies, and architectural framework within the team
• Encourage consensus to achieve high-level goals
• Identify technical risks and architectural opportunities, develop a technical strategy to addre...