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<p>Quantitative Researcher - New York, NY. Apply quantitative/statistical, financial &amp; data analysis skills incl. estimation methods, time series analysis, stochastic modeling, statistical inference &amp; probabilistic approaches to research, formulate, design &amp; develop predictive quant financial investment models &amp; trading strategies for options. Minimum requirements: PhD in Math, Statistics, Physics, Operations Research or related quant field (OR in the alternative Master’s in same fields +3 years of experience in Quantitative Analysis positions) + knowledge of: probability, measure theory, linear algebra, statistical inference, stochastic calculus, time series analysis, numerical methods &amp; optimization; option finance knowledge incl. option pricing/volatility modeling theory &amp; price impact models; ability to simulate/implement trading algorithms with high frequency data; working with large datasets (&gt;= gigabyte); C, C++, Java, KDB+/Q or Python; ability to conduct research in a quant field of science as evidenced by publication (or presentation) of quant research in a peer-reviewed academic journal (or academic conference). 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 <a href="mailto:TS-Posting@twosigma.com" target="_blank">TS-Posting@twosigma.com</a> or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13340</p>


1 Operations Research Job