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.
Two Sigma is building a new team to drive the firm's strategic transition from CPU-centric to GPU-accelerated computation. Accelerated Compute sits within AI Innovation and operates at the intersection of quantitative modeling workflows, GPU performance engineering, and infrastructure strategy.
You are a GPU programming expert. You write CUDA, you optimize kernels, you understand the memory hierarchy, you know why naive GPU code is slow and how to make it fast. You will ensure that when workloads move to GPU, they achieve the performance that justifies the transition.