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 seeking a self-motivated individual to join the Execution Modeling team. The team researches and builds the tactics, models, and all market interactions that drive how we trade across Global Equities and Global Macro. We are seeking a quantitative researcher to reduce execution costs and increase capacity through market microstructure research impacting trading algorithms, market impact models, interaction with portfolio construction, simulation, and scheduling. You will partner closely with experts across modeling, portfolio management, and trading to take research into production. This is a hands-on research role with the opportunity to shape the direction of execution research across regions and asset classes.