About this role
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.
Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.
Role Summary
Design, implementation, and productionization of predictive features from high-frequency high-volume intraday datasets; sitting at the intersection of modeling, data-science and finance; requiring domain understanding of the underlying data; ability to formulate and test feature hypotheses; and work with engineering partners to deliver robust production pipelines. A key emphasis is advancing the team’s LLM-based featurization platform to systematically ideate, generate, evaluate, and refine features from complex intraday datasets.