Quantitative Researcher

IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to use rigorous scientific method to dvlp & test sophisticated quantitative fixed income investment models & trading strategies. Play key role in all aspects of cutting-edge fixed income investment process, w/ exposure to workflows incl alpha idea generation, stat analysis, model implementation, portfolio construction, execution & trade analysis. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have Master's or equiv in Math, Stats, Eng'g, Fin'l Eng'g, or rel field + 2 yrs exp in fixed income quantitative research, or rel exp. Must have exp w/ fin'l derivatives pricing theory & analytics, such as interest rate curve construction methodology. Must have demonstrated knowl of analyzing risk & P&L for fixed income derivatives such as bonds/interest rate swaps. Must have exp dvlpg quantitative tools & models used for trading decisions. Must have exp in at least 1 prog'g language (Python, C++, or Java). Must have exp performing modelling & infrastructure dvlpmt in complex live trading sys. Must have exp applying stat models such as regression, bayesian stats in fin'l mkts. Must have exp w/ advanced yield curve construction techniques for dvlpd fixed income mkts. Must have exp w/ portfolio mgmt incl fixed income trade execution & operational excellence. Must pass co.'s req'd skills assessment. Employer will accept any amount of exp w/ req'd skills. Rate of pay: $165,000-$325,000/yr (may also be elig for other forms of compensation & bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY NY, 10013 or email resume to TS-Posting@ twosigma.com & ref Job # 13034.