Position Summary
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.
Is this the role you are looking for If so read on for more details, and make sure to apply today.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
As a senior low-latency trading engineer, you will apply your knowledge of market structure and high performance programming techniques to design and improve our platform and capabilities across multiple asset classes.
You will work directly with researchers to help them use the new low-latency components to launch and improve trading tactics.
You will also understand, build, iterate and expand on the research done by our research groups. You will need to engage with research topics and cover new domains quickly;
collaborate to build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a complex, constantly evolving and critically important domain.
You Will Take On The Following Responsibilities
- Design, engineer, specify and implement software for trading numerous financial instrument types, especially futures, FX, treasuries and other macro instruments
- Engineer computer models for different financial markets, instruments, and investment transactions to build / engineer a software system for model simulation, trading, and operation
- Design, develop, engineer, and implement various financial trading and execution measurement software applications
- Extend the trading software platform to cover new markets and new asset classes, accounting for the financial details of those securities
- Provide technical support to traders executing their portfolio orders
- Work with modelers and researchers to develop / engineer software that deploy new trading tactics, and gather market and execution data, and support the development of their statistical and numerical software models
- Analyze trading performance of software and other quantitative measures to inform decision making regarding software financial trading systems
- Represent the team’s technical aspects in firmwide discussions and forums
You Should Possess The Following Qualifications
- Minimum 10 years of experience required; 10+ years of experience preferred in low latency trading
- BS or MS degree in Computer Science, Engineering, or a related field
- C++, C, or other systems software development experience in Linux, Rust nice to have
- Distributed systems and networking (TCP / IP, UDP multicast, kernel bypass, application-level protocol development)
- Expertise in Futures, FX and treasuries market microstructure highly desirable
- Low-latency software techniques (cache-aware data structures, lock-free programming, memory management)
- Knowledge of market microstructure (matching engines, exchange gateways, order management)
- Experience with automated trading systems (order entry and market data protocols like CTA SIP, UQDF SIP, FIX, FAST, OUCH, ITCH, PITCH, BOE)
- Experience working with financial markets (participants and details of assets like equities, futures, options and forex)
- Systems scripting in Linux (including experience in Python scripting)
You Will Enjoy The Following Benefits
- Core Benefits : Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance
- Perks : Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
- Learning : Tuition reimbursement, conference and training sponsorship
- Time Off : Generous vacation and unlimited sick days, competitive paid caregiver leaves
- Hybrid Work Policy : Flexible in-office days with budget for home office setup
The base pay for this role will be between $250,000 and $325,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions.
Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity / expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
If you believe you need an accommodation, please visit our website for additional information.
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