Quant jobs / Two Sigma

Quantitative Systematic Risk Associate

A risk-management role watching how a firm's systematic trading strategies behave day to day. You build the monitoring, alerts and reports used to catch problems early.

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.

Watch daily strategy behaviour and flag anomalies as part of a support rotation
Run root-cause investigations when a strategy or data feed misbehaves
Automate alerts and reports for the risk team and portfolio managers
Write documentation and improve operational risk processes

What they ask for

Required

Python
Pandas data analysis
Solid maths
Documentation and process design
Working with modellers, traders and engineers
Attention to detail
1+ year in an analytical role

Preferred

Interest in risk management and markets

Education: BA/BS in computer science, applied maths or another technical discipline
Experience: At least 1 year; 3–10 years preferred in an analytical role
Languages and tools: Python
Pandas
Markets: multi-asset

How to prepare

Build a daily P&L and exposure monitor in Pandas that flags unusual moves
Practise root-cause write-ups: take a data glitch and trace it end to end
Learn core risk measures: volatility, drawdown, VaR and factor exposure
Automate a recurring report with tests and clear documentation

What to study

The Risk 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.