Two Sigma Securities is seeking an experienced quantitative researcher for their Market Making & Intraday Alpha team in London. The role involves developing new trading tactics using a high-performance proprietary trading platform across futures, ETFs, and equities products, with a focus on European markets to increase trading volumes and business profitability.
The primary responsibilities include systematically analyzing market data to discover patterns using advanced computing techniques like Machine Learning and AI, designing and implementing trading strategies that identify market inefficiencies, and continuously testing and enhancing existing strategies to expand regional profitability.
Candidates must have 5+ years of experience in quantitative research, possess a degree in Computer Science or STEM fields, demonstrate advanced algorithmic and data science skills, and have technical proficiency in large-scale data analysis, scripting languages like Python, and high-performance application development in Linux environments.
Two Sigma offers an innovative environment where scientists, technologists, and academics collaborate to solve complex economic challenges, providing opportunities to work on cutting-edge trading technologies, research novel AI techniques, and contribute to systematic trading advancements using a proprietary high-performance platform.
