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.
We’re seeking someone to lead the High-Frequency Market Data Engineering function supporting our hedge fund and market-making businesses. This is a senior technical leadership role accountable for the strategy, architecture, and execution of the firm's market data platform—from the wire to the strategy, and from live order book construction through long-term historical storage. The successful candidate will own the full lifecycle of ultra-low-latency data consumption, normalization, distribution, and storage across asset classes, and will partner closely with portfolio managers, quantitative researchers, and trading desks whose requirements are demanding, diverse, and constantly evolving.