Quant jobs / Two Sigma

Quantitative Researcher – ETFs and Passive Flows

A researcher role in an equities ETF strategies team, finding alpha in ETF and index trading inefficiencies. The hire is expected to mentor juniors as the team grows.

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.

Develop signals tied to ETF and index trading inefficiencies
Gather and analyse economic and financial data on global ETFs and indices
Work with modelling, portfolio management and trading on implementation
Research capacity and portfolio construction effects

What they ask for

Required

Formal training in a quantitative field
2+ years in investment research at a financial firm
Understanding of markets, risk and portfolio construction
Statistical programming in Python or Java
Data retrieval with SQL or Spark
Linux literacy

Preferred

PhD
Intraday quote and trade data experience
Portfolio construction research

Education: Formal quantitative training in statistics, maths, operations research, economics, CS, physics or similar; PhD a plus.
Experience: 2+ years in investment research at a financial firm
Languages and tools: Python
Java
SQL
Spark
Markets: equities

How to prepare

Study how ETF creation and redemption link ETF prices to their baskets
Build a study of ETF and index flow effects using public data
Practise SQL and Spark on large panel datasets
Review portfolio construction and capacity analysis
Learn intraday quote and trade data handling

What to study

The Quantitative Researcher 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.