Quant jobs / Two Sigma

Quantitative Researcher – Quantitative Macro & Fixed Income

A researcher role in a quantitative macro and fixed income team, building models for global macro markets. It spans the whole process from idea generation to portfolio management.

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 alpha models for macro markets
Build features and forecasts from many datasets
Work on monetisation and portfolio construction
Apply AI and machine learning to macro investing

What they ask for

Required

4+ years of quantitative research in macro markets
Data and time series analysis
Machine learning
Advanced quantitative degree
Programming, for example Python
Clear communication of research

Preferred

AI-native and agentic workflows

Education: Advanced degree in statistics, maths, physics, CS, financial engineering or similar.
Experience: 4+ years of quantitative research in macro markets such as futures, FX, fixed income or commodities
Languages and tools: Python
Markets: fixed-income, futures, fx, commodities, multi-asset

How to prepare

Build a macro signal across rates, FX and commodity futures with careful backtesting
Study yield curve dynamics and term-structure basics
Practise time series methods and regime modelling
Learn portfolio construction for cross-asset strategies
Try machine learning on slow-moving macro data and its pitfalls

What to study

The Rates 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.