Quantitative Researcher - Systematic Macro Portfolio Management

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Quantitative Researcher - Systematic Macro Portfolio Management

Location

NY New York

United States

Business

Investment Management

Function

Quantitative Research

Experience Level

Experienced

Email

LinkedIn

Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors. Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.

We are looking for a quantitative researcher and portfolio manager with a strong background in statistics and data analysis to join our Systematic Macro team. In this role, you will run the full research process, applying rigorous scientific methods to design sophisticated investment models for trading global markets. You will also help lead portfolio management — overseeing billions in risk capital, managing risk, generating new alpha through research, and driving new product development.

You will take on the following responsibilities: Design and engineer portfolio construction and risk management strategies using data science, statistics, macroeconomics, and software engineering Develop investment models and shape our view of market behavior using rigorous scientific methods Partner with senior leaders to develop, prioritize, and deliver portfolio management initiatives Manage portfolio risk through unexpected volatility Build analytics to monitor portfolios for emerging risks Create and test complex investment ideas, partnering with engineers to validate your theories You should possess the following qualifications: A degree in a technical or quantitative field — statistics, mathematics, physics, electrical engineering, computer science, or similar (bachelor's through doctorate welcome) Proficiency in at least one programming language (C, C++, Java, or Python) Experience running an in-depth research project using real-world data Independent, creative thinking with strong data analysis skills and the ability to communicate complex ideas clearly 2 to 5 years of work experience in a quantitative discipline is a plus

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,