Two Sigma · 5 days ago
Quantitative Software Engineer: Portfolio Research Acceleration
New York, United States
Full-time
Hybrid
Senior Level
$165K/yr - $300K/yr
7+ years expTwo Sigma is a financial sciences company that combines data analysis and rigorous inquiry to solve challenges in investment management. The role involves working closely with research partners to improve portfolio optimization techniques and developing tools to accelerate research.
Big DataMachine LearningSoftware
Responsibilities
Work closely with our research partners to ideate and iterate within new areas of research, driving improvements and innovations in portfolio optimization techniques, and developing new tools to accelerate research
Engineers will prototype implementations, craft new architectures, and productionalize research insights
Perform quantitative analysis to characterize and understand the quantitative impact of their work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders
Become a technical expert for the systems underpinning these research areas and help evolve these components
Develop a deep understanding in multiple portfolio research domains
Qualification
Required
Minimum 7 years of experience in academia and/or industry; 10+ years of experience preferred in software engineering, quantitative analysis and research methods
Experience with mathematical optimization, linear algebra, statistical methods, and numeric methods
Excellent communication skills
No prior finance experience required, though familiarity with portfolio construction and optimization techniques a plus
Preferred
PhD in Physics, Electrical Engineering, Computer Science, Operations Research, Applied Math, or another technical/quantitative field highly preferred
Benefits
Fully paid medical and dental insurance premiums for employees and dependents
Competitive 401k match
Employer-paid life & disability insurance
Onsite gyms with laundry service
Wellness activities
Casual dress
Snacks
Game rooms
Tuition reimbursement
Conference and training sponsorship
Generous vacation and unlimited sick days
Competitive paid caregiver leaves
Flexible in-office days with budget for home office setup
Company
Two Sigma
Two Sigma's technology-driven team streamlines the use of machine learning, distributed computing and research to guide its endeavors.
1001-5000 employees
H1B Sponsorship
Two Sigma has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (127)
2024 (94)
2023 (97)
2022 (122)
2021 (85)
2020 (67)
Funding
Current Stage
Late StageLeadership Team
B
Brad Olson
Chief Financial Officer
Drew Conway
Senior Vice President
Recent News
South China Morning Post
2025-11-12
2025-09-17
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