Quant jobs / Two Sigma

Quantitative Architect / Software Engineer – Macro Engineering

A senior engineering role building quantitative software for a systematic macro business that is expanding. It works closely with macro researchers on factor models, instrument returns and simulation tooling.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Prototype and productionise macro research ideas
Build or speed up macro research simulations
Compute macro instrument returns used to build portfolios
Measure how your work affects trading models and explain it to researchers

What they ask for

Required

Bachelor's in a technical or quantitative subject
7+ years of experience
Design, implementation and debugging skills
Record of releasing high-quality software
Collaboration with modellers and engineers

Preferred

Quantitative software experience in macro instruments and markets

Education: Bachelor's in a technical or quantitative field such as CS, maths or physics.
Experience: 7+ years required; 10+ preferred
Markets: multi-asset

How to prepare

Build a macro factor or futures-returns pipeline with roll handling and tests
Study how macro instruments such as rates, FX and commodity futures are quoted and rolled
Practise performance work on simulation and backtest code
Learn research-to-production workflows and how to measure model impact

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Two Sigma’s site before applying: requirements, location and pay can change after we check them.

View the posting on Two Sigma’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Two Sigma and doesn’t handle applications.