Quantitative Researcher - Two Sigma Investments, LP : Job Details

IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to research, formulate, dvlp, back-test & compare predictive quantitative fin'l models using advanced math & stat modeling skills. Apply data mining, pattern recognition, machine learning, optimization, linear algebra & stat analysis incl generalized regression models, time series models & NLP models to extract trading signals from extremely noisy & unstructured data. Note: Co. Hybrid work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have PhD or equiv in CS, Electrical Eng'g, Math, Stats, Physics or rel field. Position does not req specific yrs' exp but req's listed skills. Must have demonstrated knowl w/ stat data analysis on lrg datasets incl regression analysis, time series analysis, deep learning & machine learning methods for building predictive models. Must have demonstrated knowl w/ NLP models. Must have demonstrated knowl w/ stat algorithms for handling latent variables or embeddings. Must have demonstrated knowl w/ rigorous design of experiments for method comparison & model sensitivity/robustness analysis via simulations. Must have demonstrated knowl w/ model generalization via transfer learning. Must have demonstrated knowl w/ complex time series models. Must have demonstrated knowl w/ Python, R, SQL & Linux operating sys. Must have demonstrated knowl in writing production quality code. Must have demonstrated knowl in probability, stats & linear algebra. Must have demonstrated knowl in presenting & publishing technl details in formal venues. Must pass co.'s req'd skills assessment. Employer will accept any amount of grad coursework, grad research exp or exp w/ req'd skills. Rate of pay: $165,000-$325,000/yr (may also be elig for other forms of compensation & bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 or email resume to TS-Posting@ twosigma.com & ref Job # 13259. JobiqoTJN. Category: Science, Keywords: Quantitative Researcher