Two Sigma
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Quantitative Researcher, Fast Monetization
role at
Two Sigma Join to apply for the
Quantitative Researcher, Fast Monetization
role at
Two Sigma Position Summary
Any additional information you require for this job can be found in the below text Make sure to read thoroughly, then apply.
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
Our Fast Forecasting & Trading team is looking for a quantitative researcher to collaborate with research on intraday / short horizon futures monetization.
You Will Take On The Following Responsibilities
Take on primary responsibility for monetization research in a team that organizes work into three groups: (a) features, (b) predictive modeling and (c) monetization, and focuses especially on macro markets as above Work on design and iterative improvement of the decision logic that the actions of our monetization engine come out of - for example through utility function design or rules-based logic and calibration of the decision logic parameters with historical simulations and eventually post-trade data Reflect the limitations of TS infrastructure in our monetization design to produce estimates that are unbiased vs. our live realization. Work with partners in Engineering and other organizations to specify improvements that produce the most benefit. Reflect monetization reality in fit targets / responses being used for predictive research. Initiate research on liquidity events / triggers on which our decision logic fires. Our team is tightly knit and open, and we constantly work in adjacent areas, so if there is interest, work into feature creation and predictive modeling, especially with a monetization eye, is also always welcome.
You Should Possess The Following Qualifications
Have worked on monetization of signals that range in the horizon over which they have predictive power from a few minutes to about a day Have a strong understanding of the microstructure of the major futures exchanges, including CME, ICE and Eurex; tested through application to create features for prediction and for conditioning trading Can research and implement decision logic in various quantitative frameworks, ranging from utility function optimization to rules-based trading Have deployed latency-sensitive strategies in futures and other macro markets including FX, Treasuries, macro ETFs, etc., possibly including crypto assets We have a preference for candidates who have done numerate graduate work, for example in operations research, probability and statistics, signal processing, computer science, machine learning, or other numerate engineering disciplines and hard sciences.
You Will Enjoy The Following Benefits
Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms Learning: Tuition reimbursement, conference and training sponsorship Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $165,000 and $300,000. 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.
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
If you believe you need an accommodation, please visit our website for additional information.Seniority level
Seniority levelMid-Senior level Employment type
Employment typeFull-time Job function
Job functionFinance and Sales Referrals increase your chances of interviewing at Two Sigma by 2x Sign in to set job alerts for “Quantitative Researcher” roles.Quantitative Researcher - Full-Time Campus Hire New York, United States $200,000.00-$220,000.00 5 days ago Quantitative Researcher - High Frequency Trading New York, United States $165,000.00-$325,000.00 5 days ago Quantitative Researcher, Single Stock Options New York, NY $100,000.00-$200,000.00 2 weeks ago Quantitative Analyst - FX Algo Quant team New York, NY $175,000.00-$250,000.00 1 week ago Quantitative Researcher for a Systematic Investment firmLead Quantitative Strategist (Mortgage Strats) - Director New York, NY $200,000.00-$280,000.00 1 week ago Quantitative Trader /Strategist - High Frequency trading New York, United States $175,000.00-$300,000.00 2 years ago New York, United States $150,000.00-$250,000.00 2 months ago Quant Researcher, Power Dispatch ModelingQuantitative Researcher, Power Dispatch Modeling New York, NY $200,000.00-$250,000.00 3 weeks ago New York, NY $175,000.00-$300,000.00 2 weeks ago New York, NY $150,000.00-$200,000.00 18 hours ago Quantitative Analyst for HF Algo Trading Team New York, United States $200,000.00-$300,000.00 1 year ago Associate, Research, Investment Analytics New York, NY $95,000.00-$120,000.00 3 days ago Quantitative Analyst for a global Asset Management Firm (New York, NY)Quantitative Researcher – Machine Learning New York, United States $150,000.00-$250,000.00 4 weeks ago New York, NY $135,000.00-$185,000.00 1 week ago Associate, Research, Investment Analytics Queens County, NY $95,000.00-$120,000.00 3 days ago Quantitative Researcher - Machine LearningSystematic Equities Quantitative Researcher / DeveloperQuantitative Researcher for US Equities Wholesale Market Making team at a prop trading firmQuant Investment Strategist - Alternative Asset Manager in NYC New York, NY $120,000.00-$250,000.00 2 days ago Quantitative Researcher – HFT Futures/EquitiesSenior Quantitative Researcher - Market Impact New York, NY $160,000.00-$250,000.00 2 weeks ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
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Quantitative Researcher, Fast Monetization
role at
Two Sigma Join to apply for the
Quantitative Researcher, Fast Monetization
role at
Two Sigma Position Summary
Any additional information you require for this job can be found in the below text Make sure to read thoroughly, then apply.
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
Our Fast Forecasting & Trading team is looking for a quantitative researcher to collaborate with research on intraday / short horizon futures monetization.
You Will Take On The Following Responsibilities
Take on primary responsibility for monetization research in a team that organizes work into three groups: (a) features, (b) predictive modeling and (c) monetization, and focuses especially on macro markets as above Work on design and iterative improvement of the decision logic that the actions of our monetization engine come out of - for example through utility function design or rules-based logic and calibration of the decision logic parameters with historical simulations and eventually post-trade data Reflect the limitations of TS infrastructure in our monetization design to produce estimates that are unbiased vs. our live realization. Work with partners in Engineering and other organizations to specify improvements that produce the most benefit. Reflect monetization reality in fit targets / responses being used for predictive research. Initiate research on liquidity events / triggers on which our decision logic fires. Our team is tightly knit and open, and we constantly work in adjacent areas, so if there is interest, work into feature creation and predictive modeling, especially with a monetization eye, is also always welcome.
You Should Possess The Following Qualifications
Have worked on monetization of signals that range in the horizon over which they have predictive power from a few minutes to about a day Have a strong understanding of the microstructure of the major futures exchanges, including CME, ICE and Eurex; tested through application to create features for prediction and for conditioning trading Can research and implement decision logic in various quantitative frameworks, ranging from utility function optimization to rules-based trading Have deployed latency-sensitive strategies in futures and other macro markets including FX, Treasuries, macro ETFs, etc., possibly including crypto assets We have a preference for candidates who have done numerate graduate work, for example in operations research, probability and statistics, signal processing, computer science, machine learning, or other numerate engineering disciplines and hard sciences.
You Will Enjoy The Following Benefits
Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms Learning: Tuition reimbursement, conference and training sponsorship Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves Hybrid Work Policy: Flexible in-office days with budget for home office setup
The base pay for this role will be between $165,000 and $300,000. 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.
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
If you believe you need an accommodation, please visit our website for additional information.Seniority level
Seniority levelMid-Senior level Employment type
Employment typeFull-time Job function
Job functionFinance and Sales Referrals increase your chances of interviewing at Two Sigma by 2x Sign in to set job alerts for “Quantitative Researcher” roles.Quantitative Researcher - Full-Time Campus Hire New York, United States $200,000.00-$220,000.00 5 days ago Quantitative Researcher - High Frequency Trading New York, United States $165,000.00-$325,000.00 5 days ago Quantitative Researcher, Single Stock Options New York, NY $100,000.00-$200,000.00 2 weeks ago Quantitative Analyst - FX Algo Quant team New York, NY $175,000.00-$250,000.00 1 week ago Quantitative Researcher for a Systematic Investment firmLead Quantitative Strategist (Mortgage Strats) - Director New York, NY $200,000.00-$280,000.00 1 week ago Quantitative Trader /Strategist - High Frequency trading New York, United States $175,000.00-$300,000.00 2 years ago New York, United States $150,000.00-$250,000.00 2 months ago Quant Researcher, Power Dispatch ModelingQuantitative Researcher, Power Dispatch Modeling New York, NY $200,000.00-$250,000.00 3 weeks ago New York, NY $175,000.00-$300,000.00 2 weeks ago New York, NY $150,000.00-$200,000.00 18 hours ago Quantitative Analyst for HF Algo Trading Team New York, United States $200,000.00-$300,000.00 1 year ago Associate, Research, Investment Analytics New York, NY $95,000.00-$120,000.00 3 days ago Quantitative Analyst for a global Asset Management Firm (New York, NY)Quantitative Researcher – Machine Learning New York, United States $150,000.00-$250,000.00 4 weeks ago New York, NY $135,000.00-$185,000.00 1 week ago Associate, Research, Investment Analytics Queens County, NY $95,000.00-$120,000.00 3 days ago Quantitative Researcher - Machine LearningSystematic Equities Quantitative Researcher / DeveloperQuantitative Researcher for US Equities Wholesale Market Making team at a prop trading firmQuant Investment Strategist - Alternative Asset Manager in NYC New York, NY $120,000.00-$250,000.00 2 days ago Quantitative Researcher – HFT Futures/EquitiesSenior Quantitative Researcher - Market Impact New York, NY $160,000.00-$250,000.00 2 weeks ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr