Digital Asset Quantitative Trader - Two Sigma Securities

Job Description

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.

Two Sigma Securities (TSS) is the systematic market-making and trading arm of Two Sigma. TSS brings a scientific approach to trading and risk management to make markets more efficient. Our team trades globally across a variety of asset classes, leveraging our high performance trading system to regularly execute over a billion shares per day. We value the insights of our colleagues and encourage them to innovate and shape their work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.

We are seeking a quantitative trader with a passion for cryptocurrencies/digital assets to join our Market Making and Intraday Alpha team (MMIA) to assist with strategy development and portfolio performance for digital asset trading within Two Sigma Securities.

You will take on the following responsibilities:

Continuously iterate and improve performance of our state of the art trading systems by:

• Working closely with quantitative researchers to develop new systematic trading and continuously improve existing strategies pricing and risk management capabilities
• Partnering with the Risk team to guide portfolio through market stress events
• Designing and building analytical tools to better understand our trading activities and the market opportunities we want to pursue
• Developing processes around data assimilation and analysis to create insight into the firm’s trading and generate ideas for system improvement
• Analyzing low latency market microstructure data to gain insight into how our tactics interact with the market and how to improve them further.

You should possess the following qualifications:

• 1-2 years professional experience within quantitative research and/or quantitative trading
• A degree in an analytical or quantitative discipline such as statistics, mathematics, physics, electrical engineering, or computer science
• Ability to perform data analysis in Python or another quantitative programming environment (applicants will be required to complete a coding assignment).
• Preferred: professional or personal experience researching, developing, testing, and deploying short-horizon trading strategies with a particular focus on cryptocurrencies and digital assets.

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.