Quantitative Researcher

Quantitative Researcher - New York, NY. Apply quantitative (i.e. mathematics/statistics-based) research & analysis/statistical analysis/data analysis skills, incl. estimation methods, time series analysis, & machine learning methods to research, formulate, design, & develop sophisticated predictive quantitative financial investment models used by company to trade fixed income credit instruments & their derivatives in a variety of global markets. Min. requirements: PhD Degree in Statistics, Applied Mathematics, 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 as a Quantitative Analyst. For both sets of requirements must also have knowledge of: Empirical asset pricing & factor models; Statistical analysis of time series data, panel data, & cross-sectional data; Ability to analyze large-scale datasets & perform data mining on financial data; Linear algebra & linear/convex optimization; Machine learning; Quantitative research in credit markets, incl. corporate bonds & credit-default-swaps; Credit default probability modeling using statistical predictive models incl. generalized linear models, nonparametric regression models & tree-based models; Risk modeling incl. value-at-risk & credit value-at-risk using factor models, clustering & dimension reduction methodologies; & Programming with Python & SQL. 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 13242