Quantitative Researcher

Job Description

Quantitative Researcher - New York, NY. Apply quantitative / statistical, financial & data analysis skills incl. estimation methods, time series analysis, stochastic modeling, statistical inference & probabilistic approaches to research, formulate, design & develop predictive quant financial investment models & 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 & optimization; option finance knowledge incl. option pricing / volatility modeling theory & price impact models; ability to simulate / implement trading algorithms with high frequency data; working with large datasets (>

= 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 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 13340

JobiqoTJN. Keywords : Quantitative Researcher, Location : New York, NY - 10060