NY Staffing
Advanced Quantitative Investment Strategist
Job Location: 100 Avenue of the Americas, New York, NY 10013 Note: Company "Hybrid" work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team's requirement; telecommuting/working from home is permissible for remainder of the same month. Duties: Use advanced quantitative modeling and statistical analysis skills to research, design, and develop advanced quantitative investment strategies. Apply quantitative statistical data mining, pattern recognition, statistical machine learning, and statistical analysis techniques including regression and time-series analysis methods to research, analyze, design, and engineer sophisticated mathematics-based predictive models for making financial investment decisions. Use insights from state-of-the-art quantitative research to assist construction of predictive models on macro-related financial instruments for quantitative trading. Perform large-scale mathematical simulations to test quantitative predictive models using advanced and specialized computational mathematical modeling techniques and numerical methods. Apply advanced statistical analysis and optimization techniques to enhance company's mathematical simulation system used for improving trading performances of all quantitative investment strategies. Research and develop flexible, highly reliable, and highly tuned numerical code using knowledge of probability and statistical learning to increase research efficiency in cleaning data, parallel computing, building predictive models, and testing trading strategies. Minimum education required: Master's Degree in Mathematics, Statistics, BioStatistics, Computer Science or related quantitative field. Skills required: Must have knowledge of the following quantitative skills and technologies: measure-based probability theory, stochastic processes, high-dimensional statistics, time series analysis, Bayesian statistics, decision theory, and machine learning models including tree-based models, kernel methods, and deep neural networks; linear modeling and causal inference, including ability to organize, interpret, and analyze multivariate panel and longitudinal data, establish channels of causality with state-of-the-art methods, and balance resulting statistical biases with potential statistical uncertainty; optimization theory and algorithms including linear, nonlinear, and convex optimization; data analysis skills including ability to identify, visualize, and validate statistical patterns in large financial and nonfinancial datasets (>10GB); Python packages including Pandas, NumPy, SciPy, Matplotlib, and Scikit-learn; computer programming in Python, Java, or C++; ability to develop distributed system programs to accelerate large-scale data processing and complex computations; Linux/Unix operating systems; Bash scripting; version control collaboration software (Git, SVN); and conducting academic research in a quantitative field of science, as evidenced by citations of prior research work. Must also pass company's required skills assessment. Base salary: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental, and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications, and experience. To apply: Email resume to TS-Posting@twosigma.com or mail to TS/HR Dept., Two Sigma Investments, LP100 Avenue of the Americas, 16th Floor, New York, NY 10013 and reference Job ID #13456 Minimum Salary: 165,000 Maximum Salary: 325,000 Salary Unit: Yearly
Job Location: 100 Avenue of the Americas, New York, NY 10013 Note: Company "Hybrid" work attendance policy: In-office work attendance required at the aforementioned office address for collaboration days based on each team's requirement; telecommuting/working from home is permissible for remainder of the same month. Duties: Use advanced quantitative modeling and statistical analysis skills to research, design, and develop advanced quantitative investment strategies. Apply quantitative statistical data mining, pattern recognition, statistical machine learning, and statistical analysis techniques including regression and time-series analysis methods to research, analyze, design, and engineer sophisticated mathematics-based predictive models for making financial investment decisions. Use insights from state-of-the-art quantitative research to assist construction of predictive models on macro-related financial instruments for quantitative trading. Perform large-scale mathematical simulations to test quantitative predictive models using advanced and specialized computational mathematical modeling techniques and numerical methods. Apply advanced statistical analysis and optimization techniques to enhance company's mathematical simulation system used for improving trading performances of all quantitative investment strategies. Research and develop flexible, highly reliable, and highly tuned numerical code using knowledge of probability and statistical learning to increase research efficiency in cleaning data, parallel computing, building predictive models, and testing trading strategies. Minimum education required: Master's Degree in Mathematics, Statistics, BioStatistics, Computer Science or related quantitative field. Skills required: Must have knowledge of the following quantitative skills and technologies: measure-based probability theory, stochastic processes, high-dimensional statistics, time series analysis, Bayesian statistics, decision theory, and machine learning models including tree-based models, kernel methods, and deep neural networks; linear modeling and causal inference, including ability to organize, interpret, and analyze multivariate panel and longitudinal data, establish channels of causality with state-of-the-art methods, and balance resulting statistical biases with potential statistical uncertainty; optimization theory and algorithms including linear, nonlinear, and convex optimization; data analysis skills including ability to identify, visualize, and validate statistical patterns in large financial and nonfinancial datasets (>10GB); Python packages including Pandas, NumPy, SciPy, Matplotlib, and Scikit-learn; computer programming in Python, Java, or C++; ability to develop distributed system programs to accelerate large-scale data processing and complex computations; Linux/Unix operating systems; Bash scripting; version control collaboration software (Git, SVN); and conducting academic research in a quantitative field of science, as evidenced by citations of prior research work. Must also pass company's required skills assessment. Base salary: The base pay for this role will be between $165,000 and $325,000 per year. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental, and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications, and experience. To apply: Email resume to TS-Posting@twosigma.com or mail to TS/HR Dept., Two Sigma Investments, LP100 Avenue of the Americas, 16th Floor, New York, NY 10013 and reference Job ID #13456 Minimum Salary: 165,000 Maximum Salary: 325,000 Salary Unit: Yearly