Two Sigma Investments is looking for a Quantitative Researcher to perform quant research & analysis of financial markets and formulate quant investment ideas & trading strategies.
Requirements
- knowledge of: probability theory & statistical techniques incl. statistical estimation, hypothesis test development, multiple hypothesis testing, selective inference, decision analysis, supervised learning, data augmentation strategies, Monte Carlo methods & Bayesian techniques in statistical inference
- linear modeling incl. linear regression & generalized linear models (logistic, Poisson, multinomial)
- data structures, algorithms, dynamic programing & complexity analysis to facilitate implementation of efficient computer programs in theory
- linear algebra & real analysis incl. abstract vector spaces & spectral analysis (eigen-decompositions)
- quant data analysis & pattern recognition techniques incl. multivariate regression, boosting, hidden Markov models, time-series analysis, discriminative & generative models, support vector machines & neural networks, and model validation techniques incl. cross- validation
- Python libraries for data analysis & machine learning (NumPy, SciPy, Scikit-learn, statsmodels, PyTorch, MatPlotLib, Pandas)
Responsibilities
- Perform quant research & analysis of financial markets
- formulate quant investment ideas & trading strategies
Other
- Master's Degree in Math, Statistics, Computer Sci or related quant field
- Must pass company's required skills assessment.
- In-office work required at below office address for collaboration days based on each team's requirement; remote work permissible for remainder of same month.
