Quantitative Developer - Risk Management
Two Sigma is a different kind of investment manager. Since 2001, we have used data science and technology to derive insights that forecast the future and discover value in markets worldwide. Our team of scientists, technologists and academics looks beyond traditional finance to understand the bigger picture and develop creative solutions to some of the world's most difficult economic problems. Our work spans markets and industries, from insurance and securities to private investments and new ventures.
We are seeking a talented, driven, independent thinker to design and deliver automated analytics and oversight, for Risk Research team in our Risk Management department. You will both support Risk's exiting analytics stack, as well as think creatively, propose, develop and deliver new measurements, processes and procedures. This role also involves significant quantitative data analysis, running large scale distributed computation, and maximizing the use of technological automation. Familiarity with risk measurement and a broad range of financial instruments is also preferred. You will take on the following responsibilities:
You will work with the following stakeholders:
- Analysis on various topics regarding market risk, event risk, execution risk, model risk, operation risk etc.
- Design & implement effective risk measurement metrics for firm-wide portfolios using statistical methods.
- Design & implement stress tests using historical and real time market data. Propose well-thought-out actionable risk decisions for risk managers and portfolio managers.
- Build large scale distributed computing programs to generate insightful analytics and present results in user-friendly visualization.
- Research on tail risk management. Develop market insight and intuition. Help prevent the firm from catastrophic risk.
You should possess the following qualifications:
- CRO, Risk Management & partner teams such as portfolio managers and quantitative modelers.
You will enjoy the following benefits
- 3+ years relevant experience with at minimum a Bachelor's degree in either of: computer science, statistics, math, or other engineering field.
- Strong, demonstrated experience with programming languages and data analysis tools, such as Python, Java, C/C++, R, Matlab etc.
- Familiar with concepts and tools in statistics. Familiarity with risk profile of various financial instruments, especially instruments with embedded options is a plus.
- Work experience on projects involving data science, time series analysis, forecasting, software development, stakeholder engagement & communication.
- Experience developing/managing/delivering small to medium sized quantitative or technical projects with multiple stakeholders is a plus.
- Strong communication skills, including ability to clearly and effectively communicate with quantitative researchers, engineers, as well as project managers and senior management.
- Ability to think & work independently. Comfortable with ambiguous project scopes & definitions.
- Can quickly learn about existing practices/methodologies/processes or lack thereof, think creatively & strategically, propose enhancements/solutions and deliver concrete resulting products/processes to stakeholders.
- Willingness and excitement to learn unfamiliar quantitative subjects or tools/technologies, as required on the job.
- Interest to learn deeper knowledge of risk management including various aspects of financial risk, risk related to automated trading strategies, technology risk, legal & regulatory risk.
- Strong interpersonal skills, maturity, self-awareness, humility, confidence without ego.
- 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
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.