Quantitative Researcher

Quantitative Researcher -- New York, NY. Use advanced modeling & statistical analysis skills to research, design, & develop advanced quantitative investment strategies. Minimum requirements: Master's Degree in Mathematics, Statistics, BioStatistics, Computer Science or related quantitative field & knowledge of: measure-based probability theory, stochastic processes, high-dimensional statistics, time series analysis, Bayesian statistics, decision theory, & machine learning models incl. ability to organize, interpret & analyze multivariate panel & longitudinal data, establish channels of causality with state-of-the-art methods, & balance resulting statistical biases with potential statistical uncertainty; optimization theory & algorithms incl. linear, nonlinear, & convex optimization; data analysis skills incl. ability to identify, visualize, & validate statistical patterns in large financial & nonfinancial datasets ( Python packages incl. Pandas, NumPy, SciPy, Matplotlib, & Scikit learn; computer programming in Python, Java, or C++; ability to develop distributed system programs to accelerate large-scale data processing & complex computations; Linux/Unix operating systems; Bash scripting; version control collaboration software (Git, SVN); & conducting academic research in a quantitative field of science, as evidenced by citations of prior research work. Must pass company's required skills assessment. Base pay: $165k-$325k/year (does not include other forms of compensation/benefits). Note Hybrid work attendance policy: In-office work required at below office address for collaboration days based on each team's requirement; remote work permissible for remainder of same month. Send resume to TS-Posting@twosigma.com or mail to TS/HR Dept, Two Sigma Investments, 100 Ave of the Americas, 16 Fl, NY, NY 10013. Reference Job ID 13456