Quantitative Researcher

Quantitative Researcher -- New York, NY. Research, design & test predictive financial modeling systems by using advanced quantitative modeling & statistical analysis skills in the application of computational & analytical principles. Utilize quantitative analysis/research & data science practices to research & formulate testable hypotheses about equities markets. Min. requirements PhD Degree in Statistics, Applied Mathematics, or related quantitative field; OR in the alternative, Master's Degree in Stats, Applied Math, Math or related quant field + 3 years of experience in Quantitative Research & Analysis types of position(s). For both sets of requirements must also have knowledge of: Ability to develop & fine-tune statistical models; ability to perform statistical data analysis on large-scale data sets, including global equities market data, trading data, & alternative data sources; Time series methods to analyze market price & return data & perform statistical tests about stationarity & mean-reversion behaviors on time series data; Regression analysis & statistical inference to understand correlations, tackle multicollinearity, & analyze power of predictive features; Machine learning & deep learning techniques including tree-based methods & neural-network-based methods to explore non-linear relationships between predictive features & market returns; Statistical modeling principles & practices, incl. hypothesis formulation & testing, application of various statistical modeling techniques, model selection & validation via in-out-sample method, & model diagnostics; ability to write code & develop efficient algorithms to implement large-scale data analyses, computations, & simulations; R & Python; data analysis & visualization libraries, incl. Pandas, NumPy, & Matplotlib; & Machine learning libraries, incl. Scikit-learn, TensorFlow, & Keras. Must pass company's required skills assessment. Base pay: $165k-$325k/year (does not include other forms of compensation/benefits). Note Hybrid work attendance policy: In-office work required at below office address for collaboration days based on each team's requirement; remote work permissible for remainder of same month. Send resume to TS-Posting@twosigma.com or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13243