Quant jobs / Two Sigma

Quantitative Software Engineer – Portfolio Research Acceleration

A senior engineering role inside the team that builds the forecasting, simulation and optimisation components behind a systematic fund's portfolios. You sit between researchers and production, speeding up portfolio-construction research.

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 new portfolio optimisation tools with researchers and turn the promising ones into production components
Measure how changes to the optimiser affect trading-model behaviour and present the findings to researchers and business leads
Build internal tooling that shortens the time from a research idea to a tested result
Learn the firm's data and tools well enough to become the go-to owner for part of the optimisation stack

What they ask for

Required

Software engineering at scale
Mathematical optimisation
Linear algebra
Statistical methods
Numerical methods
Clear communication
7+ years in academia or industry

Preferred

PhD in a technical or quantitative field
Portfolio construction and optimisation techniques

Education: PhD in physics, engineering, computer science, operations research or applied maths is highly preferred; no finance background needed
Experience: 7+ years minimum, 10+ preferred, across engineering and quantitative research methods

How to prepare

Implement a mean-variance and a convex constrained portfolio optimiser from scratch and compare the results
Study numerical stability: covariance estimation, conditioning and solver tolerances
Build a small research harness that backtests portfolio construction changes and attributes the impact
Practise explaining a quantitative result to a non-specialist in a one-page note

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.