Rust Jobs for Rustaceans

Key Responsibilities:
As a quantitative software engineer, you will work directly with researchers to help them use our low-latency components to deploy quantitative models in C++, Rust, and less latency sensitive models in Python. When you discover roadblocks for new types of models, you will design and build new components to enable those models to be researched and deployed. You will also understand, build, iterate and expand on the research done by our research groups. You will engage with research topics and cover new domains quickly; collaborate to build deep expertise with Two Sigma data and tools; apply high standards to the code and develop an ability to identify highly impactful projects in a sophisticated, constantly evolving and critically important domain.

You Will Take On The Following Responsibilities

• Develop a deep understanding in multiple research domains
• Become a technical SME for the systems underpinning our research areas and help evolve these components
• Partner closely with our research partners to ideate and iterate within new areas of research. Engineers prototype, design, and implement low-latency quantitative components to permit new classes of quantitative models and tactics
• Analyze quantitative characteristics from data generated in real-time trading and simulations
• Research, develop, and simulate quantitative changes to alpha models, feature pipelines, and trading strategies
• Perform quantitative analysis to characterize and understand the quantitative impact of our work on Two Sigma’s trading models to drive discussions with researchers, engineers and business leaders

Requirements:

• Minimum 1 year of experience with 5-10+ years of experience preferred in software engineering and quantitative analysis
• BS in Computer Science, Mathematics, Physics or related technical/quantitative subject area
• Deep knowledge of developing high performance software in a systems programming language such as Rust, C, or C++, and an ambition to become an SME at Rust
• Experience using Python for quantitative analysis
• Excellent interpersonal skills
• Knowledge of low-latency software development and optimization, statistical methods, convex optimization and finance and market structures are beneficial