Quantitative Software Engineer: Portfolio Research Acceleration
Core
Build core systems for forecasting, simulation, and optimization to drive profitable portfolios and accelerate quantitative research.
Role type
Senior IC quantitative software engineer (portfolio optimization)
Builds
Core components for Two Sigma's forecasting, simulation, and optimization systems
Domain
Quantitative finance / Investment management
Deliverable
production ML models | product features
Required skills
mathematical optimization, linear algebra, statistical methods, numeric methods, software engineering, quantitative analysis, research methods
Preferred skills
portfolio construction, portfolio optimization techniques
Technologies
(none explicitly listed)
Responsibilities
Ideate and iterate on new areas of research to improve portfolio optimization techniques; prototype implementations and craft new architectures; productionalize research insights; perform quantitative analysis to characterize the impact of work on trading models; evolve systems underpinning research areas
Seniority
Senior, hands-on IC