Quantitative Researcher

Quantitative Researcher – New York, NY. Use advanced quantitative modeling & statistical analysis skills to research, design, & develop advanced quantitative investment strategies. Minimum requirements: PhD Degree* in Mathematics, Applied Mathematics, Statistics, Biostatistics, Computer Science, Electrical Engineering, Operations Research, or related quantitative fields (*will also accept completion of all academic course requirements for PhD Degree as satisfaction of this requirement), OR Master’s in the same field +3years of experience in Quantitative Research types of positions. The following quantitative skills and technologies are also required: knowledge of advanced statistics including measure-based probability theory, stochastic processes, high-dimensional statistics, time series analysis, Bayesian statistics, decision theory, & machine learning models, including tree-based models, kernel methods, & deep neural networks; linear modeling & causal inference, including ability to organize, interpret, & analyze multivariate panel & longitudinal data, establish channels of causality with state-of-the-art methods, & balance resulting statistical biases with potential statistical uncertainty; optimization theory & algorithms, including linear & non-linear optimization, convex optimization, & their applications in machine learning; data analysis skills including ability to identify, visualize, & validate statistical patterns in large financial and nonfinancial datasets & proficiency using Python packages including Pandas, NumPy, SciPy, Matplotlib, & Scikit-learn; ability to write highly reliable and efficient computer programs in Python, Java, or C++; ability to develop distributed programs to accelerate large-scale data processing & complex computations; Linux/Unix operating systems; bash scripting & version control collaboration software (Git, SVN); & ability to conduct research in a quantitative field of science as evidenced by publication of quantitative research papers in peer-reviewed academic journals. Must pass company’s required skills assessment. Base pay: $165k-$325k/year (does not incl. other forms of comp/benefits). Note Hybrid work attend policy: In-office work required at below office address for collaboration days based on each team’s requirement; remote work allowed rest of month. Send resume to TS-Posting@twosigma.com or mail to TS/HR Dept, Two Sigma Investments LP, 100 6 Ave, 16 Fl, NY, NY 10013. Ref Job IDs 13002/13003