IT: Two Sigma Investments, LP seeks Quantitative Researcher in NY, NY. Incls but not limited to researching, designing & dvlpg predictive quantitative fin'l modeling sys's by using advanced machine learning & stat analysis skills in application of math & stat principles; applying quantitative data mining, pattern recognition & stat analysis techniques. Must have PhD or equiv in CS, Electrical Eng'g, Stats, Math, or rel field OR Master's or equiv in CS, Electrical Eng'g, Stats, Math, or rel field + 3 yrs quantitative research exp, or rel exp. Must have demonstrated knowl of stats & machine learning techniques incl regression analysis, principal component analysis, dimensionality reduction & time series analysis for bldg predictive models. Must have demonstrated knowl performing advanced stat data analysis & predictive machine learning modeling on lrg, sparse datasets. Must have demonstrated knowl of interpreting predictions of complex theoretical models & formulating concrete hypotheses based on them, which can subsequently be tested w/ help of numerical simulations. Must have demonstrated ability to dvlp production-quality high reliability & highly-tuned numerical comp program code in Python & R. Must have demonstrated knowl in conducting academic research in highly quantitative field of science. Must have demonstrated ability to understand & implement latest research findings in fin'c & machine learning journals. Must have theoretical & practical exp w/algorithms for sparse high dimensional data. Must have exp presenting complex machine learning research techniques in format accessible to scientists, not necessarily experts in field. Must also pass co.'s req'd skills assessment. Employer will accept any amount of grad coursework, grad research exp or prof'l exp w/req'd skills. Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Fl, NY, NY 10013 & ref. Job #6061.
Location/Region: New York, NY (10013)