Two Sigma
Quantitative Researcher - ETFs and Passive Flows
$165K–$325K
NY New York · Full-time · Posted Oct 28, 2026
- Experience
- 2+ years of work experience in an investment research function of a financial firm.
- Education
- Formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or a related quantitative field.
About the job
Develops systematic quantitative signals and alpha models to exploit inefficiencies in ETF and index trading, working with partner teams to implement strategies.
What you'll do
- Generate alpha through quantitative signals related to ETF trading inefficiencies.
- Gather, maintain, and analyze economic and financial data for global ETFs and indices.
- Collaborate across teams on research and strategy implementation; manage and mentor junior researchers.
What they ask for
- 2+ years of work experience in an investment research function at a financial firm.
- Strong understanding of financial markets, return drivers, risk control, and portfolio construction techniques.
- Statistical programming skills in Python or Java; data management and retrieval skills, and Linux literacy.
- Strong quantitative skills and applied research experience; effective written and verbal communication.
Nice to have
- A PhD.
- Expertise with large panel datasets of market microstructure data, including intra-day quote and trade execution data; experience with portfolio construction and implementation research.
Pay
$165,000 and $325,000 USD base salary
Tools
Python, Java, SQL, Spark, Linux
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