Quantitative Researcher

IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to apply quantitative fin'l analysis/stat analysis/data analysis skills, incl estimation methods, time series analysis & machine learning methods to research, formulate, design & dvlp sophisticated predictive quantitative fin'l investment models & fin'l trading strategies to trade futures, fixed income instruments & derivatives in variety of global mkts. Research, design & dvlp production-quality, high-reliability, highly tuned numerical quantitative code using complex fin'l linear algebra, stat modeling & numerical optimization techniques. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have Master's or equiv in Fin'l Eng'g, Stats, Math in Fin'c, Applied Physics, CS or rel field + 3 yrs' exp in Quantitative Research or rel exp; OR. PhD or equiv in Fin'l Eng'g, Stats, Math in Fin'c, Applied Physics, CS or rel field. Must have demonstrated knowl of following quantitative research & analysis skills: quantitative fin'c & fin'l mkts; modern portfolio theories (incl portfolio optimization & portfolio construction) & risk modeling. Must have exp w/ stat analysis of time series data, panel data, & cross-sectional data. Must have exp working in fixed income mkts. Must have exp w/ analyzing lrg-scale fin'l datasets; linear algebra, probability, stats, machine learning & convex optimization. Must have exp prog'g w/ Python, Matlab, & dbase tools (SQL). Must have exp w/ utilizing machine learning libraries & frameworks (e.g., pytorch, scikit-learn). Must have exp w/ conducting rigorous independent scientific research. Must have exp w/ designing & implementing back-testing frameworks. Must have exp w/ data cleaning, preprocessing, & transformation. Must have exp in portfolio risk mgmt, factor analysis, & risk estimation. Must pass co.'s req'd skills assessment. Employer will accept any amount of exp w/ req'd skills. Rate of pay: $165,000-$325,000/yr (may also be elig for other forms of compensation & bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@twosigma.com & ref Job #13339.