Quantitative Software Engineer: Portfolio Research Acceleration

You will take on the following 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 You should possess the following qualifications: 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 PhD in Physics, Electrical Engineering, Computer Science, Operations Research, Applied Math, or another technical/quantitative field highly preferred Excellent communication skills No prior finance experience required, though familiarity with portfolio construction and optimization techniques a plus