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 deeply understand the quantitative modeling lifecycle: feature engineering, simulation, backtesting, model validation, and the tooling built around it. You will work directly with modelers to identify CPU-bound workflows that are candidates for GPU acceleration, re-engineer pipelines, and ensure that the transition delivers genuine improvement rather than complexity.