Hiring: Quantitative Researcher - Systematic Macro Portfolio Management Company: Two Sigma Location: New York, United States Job Posted Time: 2026-09-10 11:07:26 Employment Type: Hybrid Target Skills & Keywords : AI, C, C++, Java, Portfolio Management, Python, Risk Management About the job Experience: •2 to 5 years of work experience in a quantitative discipline is a plus •5 years of work experience in a quantitative discipline is a plus Required Skills: •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. •Take On The Following Responsibilities •Design and engineer portfolio construction and risk management strategies using data science, statistics, macroeconomics, and software engineering •Develop investment models and shape our view of market behavior using rigorous scientific methods •Partner with senior leaders to develop, prioritize, and deliver portfolio management initiatives •Manage portfolio risk through unexpected volatility •Build analytics to monitor portfolios for emerging risks •Create and test complex investment ideas, partnering with engineers to validate your theories Qualifications: •A degree in a technical or quantitative field — statistics, mathematics, physics, electrical engineering, computer science, or similar (bachelor's through doctorate welcome) Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!