Quantitative Researcher

IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to apply quantitative fin'l analysis/stat analysis/data analysis skills, incl estimation methods & time series analysis to research, formulate, design & dvlp sophisticated predictive quantitative fin'l investment models & fin'l trading strategies to trade fixed income single-name credit instruments & derivatives. Research, design & dvlp production-quality, high-reliability, highly tuned numerical quantitative code using complex fin'l linear algebra, stat modeling, & numerical optimization techniques. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have Master's or equiv in Stats, Applied Math, Eng'g, Quantitative Fin'c or rel field + 3 yrs exp in quantitative research role w/i investment mgmt industry, or rel exp; OR PhD or equiv in Stats, Applied Math, Eng'g, Quantitative Fin'c or rel field. Must have exp w/ empirical asset pricing & factor models. Must have exp w/ modern portfolio theories (incl portfolio optimization & portfolio construction) & portfolio risk modeling. Must have exp w/ stat analysis of time series data, panel data, & cross-sectional data. Must have exp w/ analyzing lrg-scale fin'l datasets. Must have exp w/ linear algebra & convex optimization. Must have exp in quantitative research on predicting fin'l asset returns. Must have exp w/ building systematic research platform such as portfolio optimizer & backtesting engine. Must have exp w/ conducting portfolio backtesting & return attribution of systematic investment strategies. Must have exp in prog'g w/ Python & SQL, w/ demonstrated knowl of data structures & algorithms, incl object-oriented prog'g. Must have exp working w/ Unix/Linux operating sys's & shell scripting. Must pass co.'s req'd skills assessment. Employer will accept any amount of exp w/ req'd skills. Rate: $165,000 -

$325,000/yr (may also be elig for other forms of compensation & bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@ twosigma.com & ref Job # 13211.