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US-NewYork: Software Engineer

Date: _02-Dec-2014_
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Software Engineer

Leveraging knowledge of numerical algorithms, statistical models, grid computing, and other advanced technological methods; Building the cutting-edge tools and engines used by our quantitative analysts and researchers; Developing and supporting the technology platform that drives world-wide trading; Enhancing the core simulation framework and improving portfolio optimization; Engineering complex derivative pricing to enable our macro trading.

At a minimum, a bachelor's degree in computer science, applied mathematics, or another technical discipline from a top university. Advanced degree is strongly preferred. Excitement to work closely with Two Sigma's modelers, portfolio managers and others, to gain a deep understanding of critical aspects of Two Sigma's business. Experience with scientific computing, algorithm development, or pattern recognition. A background or interest in building large-scale, real-time, and distributed applications is desired. Experience developing high-performance, multi-threaded applications using several programming languages including Java and C++. Knowledge of scripting languages such as Python and/or knowledge of data analysis libraries.

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Thank you,
Developer FYI Center