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- Tasks: Analyse market data and develop innovative trading strategies using cutting-edge technology.
- Company: Join Two Sigma, a leader in financial sciences and systematic trading.
- Benefits: Competitive salary, growth opportunities, and a collaborative work environment.
- Why this job: Make an impact in finance by leveraging AI and machine learning in trading.
- Qualifications: Degree in STEM and experience in quantitative research or trading strategies.
- Other info: Dynamic team culture with a focus on innovation and personal development.
The predicted salary is between 36000 - 60000 £ per year.
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, securities, private equity, and venture capital. Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems. Two Sigma Securities brings a scientific approach to systematic trading and risk management to make markets more efficient. Our team trades over 10,000 US equities and 4,000 listed options, leveraging our high performance trading system to execute over 850 million shares per day. Two Sigma Securities is entering an exciting growth phase. We value the insights of our colleagues and encourage them to innovate and shape their own work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.
We are seeking an experienced quantitative researcher to join our Market Making & Intraday Alpha (MMIA) team in London to develop new tactics leveraging our high performance proprietary trading platform across futures, ETFs and equities products. Ideal candidates will have industry experience researching, developing, testing, and deploying systematic short-horizon trading strategies.
Responsibilities- Systematically analyze market data to discover underlying patterns from historical market movement leveraging cutting edge computing techniques (e.g. Machine Learning, Artificial Intelligence, etc.)
- Design, implement and manage equities and futures trading strategies that identify microstructure inefficiencies, and defragment liquidity across global exchanges on the existing TSS high frequency trading platform
- Continuously test and enhance existing strategies to expand region profitability
- Develop, maintain, and enhance the HFT research platform for quantitative researchers in the team, by augmenting capabilities including our simulation engine, feature generation, and forecast evaluation tools
- Provide solid statistical analysis to drive key business decisions such as expansion into additional international futures and equities markets and additional strategies.
- Work with engineering partners to drive performance improvements to our proprietary ultra-low latency trading platform
- 0-5 years’ experience working in a quantitative discipline or research environment in European or global securities markets
- Degree in Computer Science, Mathematics, or related STEM field
- Demonstrated knowledge of advanced algorithms and data science techniques
- Technical aptitude for large scale data analysis
- Knowledge of scripting languages such as Python and Bash
- Programming skills in developing high-performance, multi-threaded applications in Linux environment
- Experience with databases
- Experience with version control systems, including Git and Mercurial
- Experience with building large-scale, real-time and distributed applications
- Advanced programming skills in at least one programming language (C, C++ preferred)
- Experience performing an in-depth research project leveraging real-world time-series data, experience with using Python preferred
- Ability to think independently and creatively approach data analysis and communicate complex ideas clearly
Quantitative Researcher / Quantitative Trader - Two Sigma Securities UK employer: Two Sigma
Contact Detail:
Two Sigma Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher / Quantitative Trader - Two Sigma Securities UK
✨Tip Number 1
Network like a pro! Reach out to current or former employees at Two Sigma on LinkedIn. A friendly chat can give us insider info and maybe even a referral, which can really boost our chances.
✨Tip Number 2
Prepare for the interview by brushing up on your quantitative skills. We should be ready to discuss our past projects and how we’ve used data analysis and machine learning in real-world scenarios. Practice makes perfect!
✨Tip Number 3
Show off our passion for systematic trading! When we get the chance to speak with recruiters or during interviews, let’s share our thoughts on market trends and innovative strategies. It’ll show we’re genuinely interested in the field.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure our application gets seen by the right people. Plus, it shows we’re serious about joining the Two Sigma team.
We think you need these skills to ace Quantitative Researcher / Quantitative Trader - Two Sigma Securities UK
Some tips for your application 🫡
Show Your Passion for Data: When you're writing your application, let your enthusiasm for data analysis and quantitative research shine through. We want to see how you’ve tackled complex problems in the past and how you can bring that creativity to our team.
Tailor Your CV and Cover Letter: Make sure to customise your CV and cover letter for the role. Highlight relevant experiences and skills that align with what we’re looking for, especially in systematic trading and data analysis. This shows us you’ve done your homework!
Be Clear and Concise: Keep your application clear and to the point. Use straightforward language to explain your experiences and achievements. We appreciate clarity, especially when it comes to complex topics like algorithms and data science techniques.
Apply Through Our Website: Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it gives you a chance to explore more about our company and culture.
How to prepare for a job interview at Two Sigma
✨Know Your Data
Make sure you brush up on your data analysis skills. Be prepared to discuss how you've used machine learning or AI in past projects. Two Sigma values innovative approaches, so think of specific examples where you identified patterns in market data.
✨Showcase Your Technical Skills
Since the role requires programming knowledge, be ready to demonstrate your proficiency in Python or C++. You might be asked to solve a coding problem on the spot, so practice common algorithms and data structures beforehand.
✨Understand the Market
Familiarise yourself with current trends in the financial markets, especially around equities and futures. Being able to discuss recent market movements or trading strategies will show that you're engaged and knowledgeable about the industry.
✨Ask Insightful Questions
Prepare thoughtful questions about Two Sigma's trading strategies or their proprietary platform. This not only shows your interest in the company but also gives you a chance to demonstrate your analytical thinking and curiosity about their operations.