Quantitative Researcher – New York, NY. Conduct research on risk models for financial portfolio optimization. Min reqs: PhD (or completion of PhD reqs) in Math, Stats, Data Sci, Operations Research, Financial Eng, Electrical Eng or related quant field (OR Master’s in same fields +3 yrs of (pre- or post-magisterial) experience in Quant Analyst positions). Must have knowledge of: math skills incl. linear algebra (incl. matrix factorization, spectral decomposition & singular value decomposition), probability theory (incl. limit theorems & heavy-tailed distributions) & optimization (incl. constrained convex optimization); high-dimensional & robust stats skills incl. hypothesis testing, confidence sets, covariance matrix estimation, time series analysis, Markov models, panel data, linear & non-linear regression, Bayesian estimation, nonparametric methods & dimensionality reduction techniqs (PCA, robust PCA & factor models); workg with large-scale datasets incl. data cleaning, outlier detection, exploratory data analysis & clustering; numerical progrmg in Python (incl. NumPy, pandas & scikit-learn) & parallel computing for analysis of large datasets. Must pass company’s reqd skills assmt. Base pay: $165k-$325k/year (does not incl. other forms of comp/benefits). Note Hybrid work attendance policy: In-office work reqd at below office address on collab days based on each team’s reqmt; remote work allowed rest of month. Send resume to TS-Posting@twosigma.com or mail to TS/HR Dept, Two Sigma Investments, 100 6 Ave, 16 Fl, NY, NY 10013. Ref Job ID 12591