Quantitative Researcher - ETFs and Passive Flows

Quantitative Researcher - ETFs and Passive Flows Two Sigma Posted Mar 2 Full-time New York Advanced (5-10 yrs) Position Summary 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 ETF Strategies team within the Equities division. The team builds alpha models, including systematic strategies to exploit inefficiencies around ETF and index trading. We need a quantitative researcher to develop systematic signals that generate alpha and increase capacity, partnering closely with other domain experts across modeling, portfolio management, platform and trading to drive successful implementation of new strategies. This is a growth‑oriented role and a successful candidate is expected to manage and mentor junior researchers. Responsibilities Generate new alpha through quantitative signals that reflect inefficiencies in global capital markets activities related to both ETF trading. Gather, maintain and analyze economic and financial data in support of global ETFs and indices. Expertise with large panel datasets of market microstructure data, including intra‑day quote and trade execution data, is a significant plus. Past experience with portfolio construction and implementation research. Build relationships with other teams supporting investment and research processes and closely partner with multiple teams across the organization in the execution of joint research work. Qualifications Excellent quantitative skills, as evidenced by formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or a related quantitative field. Extensive experience applying those skills in an applied research environment. A PhD is a plus. 2+ years of work experience in the investment research function of a financial firm. Strong understanding of financial markets, including drivers of return, risk control and portfolio construction techniques. Strong understanding of the use of computer technology in financial and economic research, with statistical programming skills (Python, Java), data management and retrieval acumen (preferably SQL/Spark) and Linux literacy. Effective communication skills, both written and verbal. Strong understanding of data available in the investment management industry and experience in managing and accessing such data to support research efforts. Ability to work efficiently and multi‑task effectively in a fast‑paced and team‑oriented environment, including end‑to‑end research project work from data gathering to hypothesis testing and model implementation. Benefits Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401(k) match, employer‑paid life & disability insurance. Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms. Learning: Tuition reimbursement, conference and training sponsorship. Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves. Hybrid Work Policy: Flexible in‑office days with budget for home office setup. The base pay for this role will be between $165,000 and $325,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience. We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics. Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws. If you believe you need an accommodation, please visit our website for additional information. #J-18808-Ljbffr SupportFinity™