Quantitative Researcher: Scientific Discretionary - London

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. 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. Our investors include some of the world’s largest retirement funds, research institutions, educational endowments, healthcare systems and foundations. We admire what they do, and we’re proud to serve these organizations. We are looking for a quantitative researcher/analyst based in London with an excellent background in global fixed income and derivatives, data analysis, statistical techniques, and programing to join the Scientific Discretionary Team. In this role, you will combine responsibilities to develop pricing and risk analytics tools for discretionary macro trading, and participate in the research process by applying a rigorous scientific approach to research alpha opportunities in global fixed income and currency markets. You will take on the following responsibilities:

• Develop fair value pricing models and risk analytics in global fixed income and FX markets
• Apply quantitative techniques and perform data analysis to support discretionary macro trading for the Scientific Discretionary group
• Contribute to alpha generation with workflows ranging from data sourcing and hypothesis testing to statistical analysis and trade structuring
• Collaborate in a team environment with portfolio manager, traders, researchers and engineers

You should possess the following qualifications:

• PhD degree in a quantitative discipline, such as physics, mathematics, electrical engineering, or computer science from a leading academic institution
• 4-8 years of experience as a quantitative analyst or strategist in global fixed income, preferably years of training at a leading wall-street bank or fixed income oriented hedge fund
• Expertise in the pricing and risk modelling of a broad array of liquid fixed income and derivatives, including interest rate options, government bonds, and money markets
• Excellent skills in at least one programming language (e.g. Python, Java, or C++)
• Familiarity with database manipulation (such as SQL) and data science
• Ability to think critically and independently, tackle in-depth research projects, discover creative solutions and communicate ideas clearly

You will enjoy the following benefits:

• Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents with excellent coverage, 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.