Two Sigma Investments is looking to hire a Quantitative Researcher to research, design, and develop advanced quantitative investment strategies using advanced modeling and statistical analysis skills.
Requirements
- measure-based probability theory
- stochastic processes
- high-dimensional statistics
- time series analysis
- Bayesian statistics
- decision theory
- machine learning models
Responsibilities
- Use advanced modeling & statistical analysis skills to research, design, & develop advanced quantitative investment strategies.
- organize, interpret & analyze multivariate panel & longitudinal data
- establish channels of causality with state-of-the-art methods
- balance resulting statistical biases with potential statistical uncertainty
- optimization theory & algorithms incl. linear, nonlinear, & convex optimization
- identify, visualize, & validate statistical patterns in large financial & nonfinancial datasets
- develop distributed system programs to accelerate large-scale data processing & complex computations
Other
- Master's Degree in Mathematics, Statistics, BioStatistics, Computer Science or related quantitative field
- Python packages incl. Pandas, NumPy, SciPy, Matplotlib, & Scikit learn
- computer programming in Python, Java, or C++
- Linux/Unix operating systems
- Bash scripting
- version control collaboration software (Git, SVN)
- conducting academic research in a quantitative field of science, as evidenced by citations of prior research work.
- Must pass company's required skills assessment.
- Hybrid work attendance policy: 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.
