About this role
Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.
Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.
We are looking for a credit analyst to join the Convertible Arbitrage team within Derivatives and Relative Value (DRV), a modeling team that aims to expand the spectrum of asset classes and strategies used for systematic investment management at Two Sigma. Our convertible arbitrage strategy identifies mispriced convertible securities and captures the difference between market price and fair value by trading the convertible and hedging its exposures with equities, equity options, Treasury futures, corporate bonds and credit default swaps. Our goal is to apply Two Sigma's data science and systematic trading expertise to convertible arbitrage, and this role will bring fundamental credit expertise to that effort.