full-time
Quantitative Researcher - ETFs and Passive Flows
Two Sigma
- Employer
- Two Sigma
- Location
- New York
- Working pattern
- hybrid
- Salary
- $165,000–$325,000 / year
About the role
The role focuses on generating new alpha through quantitative signals related to global ETF and index trading inefficiencies. It involves gathering and analyzing large market microstructure datasets and partnering with cross-functional teams to implement systematic strategies. Candidates need a strong quantitative background in fields like statistics or computer science and at least 2 years of investment research experience. Proficiency in Python, Java, SQL/Spark, and Linux is required, with a PhD being a plus.