Quant jobs / Two Sigma

Software Engineer – Trading Engineering

A systems-level engineering role on the platform a quantitative firm uses to simulate and execute trades. You work with modelling teams to make trading faster and cover more markets.

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.

Extend the trading and simulation platform to new markets and asset classes
Measure software performance and trading-system quality to guide design changes
Review code and fix bugs in performance-critical components
Support traders as they work portfolio orders through the platform

What they ask for

Required

C, C++ or Rust
Data structures and algorithms
Systems-level development
Market structure knowledge
1+ year of experience

Preferred

Python
Deploying quantitative models in production
Large-scale systems

Education: BS or MS in computer science, engineering or a related field
Experience: At least 1 year; 2–6 years of systems-level development preferred
Languages and tools: C
C++
Rust
Python
Markets: multi-asset

How to prepare

Write a limit order book simulator in C++ or Rust and measure its latency
Study how exchanges, order types and market data feeds work
Practise performance profiling and lock-free or cache-friendly data structures
Build a simple backtesting engine that handles different instrument types

What to study

The HFT Quant Developer 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.