C Programming, C++, Cloud computing, Data science techniques, Java Programming, Machine learning techniques, MATLAB Programming, Python Programming, PyTorch, R Programming, Scala Programming, SQL, TensorFlow
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, 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 investors include some of the world’s largest retirement funds, research institutions, educational endowments, healthcare systems and foundations. We admire what they do, and we’re proud to serve these organizations.
We are looking for a quantitative researcher/analyst based in London with an excellent background in global fixed income and derivatives, data analysis, statistical techniques, and programing to join the Scientific Discretionary Team. In this role, you will combine responsibilities to develop pricing and risk analytics tools for discretionary macro trading, and participate in the research process by applying a rigorous scientific approach to research alpha opportunities in global fixed income and currency markets.
You will take on the following responsibilities:
You should possess the following qualifications:
You will enjoy the following benefits:
Two Sigma is a financial sciences company, combining rigorous inquiry, data analysis, and invention to solve the toughest challenges in investment management, securities, private equity, insurance technology and venture capital. Our modelers and engineers develop ideas backed by information and improved by iteration. Empowered by extraordinary computing power and vast amounts of data, we build sophisticated predictive models.