Quantitative Analyst

Recruiter
Two Sigma Investments
Location
New York
Salary
Competitive
Posted
Sep 17, 2016
Closes
Oct 15, 2016
Industry
Computer
Employer Type
Direct Employer
Employment Type
Permanent
Hours
Full Time
Job Board
NYCityWorks.com
QUANTITATIVE ANALYST - NY, NY.

Research, design, develop, and back-test predictive quantitative financial models using advanced statistical learning and time-series modeling skills in the application of engineering analytical principles. Minimum requirements: Master's Degree in Mathematics, Statistics, Physics, Computer Science, Industrial Engineering, Financial Engineering, or Electrical Engineering plus 2 years of experience as a Quantitative Desk Strategist or in the alternative Bachelor's Degree plus 5 years of experience as a Quantitative Desk Strategist. Experience with the following skills/technologies is also required: probability theory/statistics; stochastic processes; control theory, theoretical and numerical optimization methods; time-series tools to conduct predictive modeling of financial time- series data; knowledge and work experience of optimization models to provide market-making quotes efficiently and to create efficient hedges to better manage inventory and risk; developing, testing, and deploying production-quality software into the firm's production system based on the models developed; developing and utilizing pricing and risk models for futures and related interest rate products traded in the US, Europe, and the Asia Pacific region; tools and technologies including C/C++, Java, Linux, Python, Perl, and Bash; Python numpy and scipy and knowledge of convex optimization and linear algebra packages; and experience working with statistical simulation on computer grids. Must also pass company's required skills assessment. Send resume to: TS/HR Dept., Two Sigma Investments, 100 Ave of Americas, NY, NY 10013.

Indicate Job ID #1777.

Category: Finance , Keywords: Financial Engineer