Data Scientist

IT: Two Sigma Investments, LP seeks Data Scientist in NY, NY. Incls but not limited to design, implement & eval stat models of RE trends & valuations to support Data Science focused Private Equity RE investment bus. Analyze & eval lrg commercial datasets rel to economic activity, fin'l mkts, logistics, demographics, sal, & consumption; cleaning, processing & transforming raw data into features/variables that support decision-making & model dvlpmt. Note: Co. "Hybrid" work attendance policy: In-office work attendance req'd at aforementioned office address for collab days based on each team's req'mt; telecommuting / working from home permissible for remainder of same month. Must have PhD or equiv in Fin'c, Economics, Stats, Math Social Sciences, or rel field; OR Master's or equiv in Fin'c, Economics, Stats, Math Social Sciences, or rel field + 3 yrs exp in Data Science or rel exp. Must have exp w/ machine learning & stat models incl gradient boosting algorithms, tree-based algorithms, linear regression, quantile regression, & unsupervised clustering. Must have exp w/ time series forecasting incl stationarity, trends, seasonality, & backtesting routines. Must have exp w/ stat modeling & inference incl linear regression coefficient interpretation, & stat significance tests. Must have exp w/ systematic modeling R&D incl eval metric design, experiment tracking, results documentation, performance comparison & model selection. Must have exp w/ data & feature eng'g incl cleaning, missing value imputation, aggregation, math transforms, time series transforms (rolling avg & calendar features), normalization & standardization. Must have exp w/ prog'g tools for data science incl Python, SQL, Git version control, & Command Line Interface (CLI) tools. Must have exp w/ data visualization incl Python libraries such as Matplotlib, Seaborn & Plotly. Must have exp w/ analytic products & outputs incl slide decks, reports & worksheets. Must pass co.'s req'd skills assessment. Employer will accept any amount of grad coursework, grad research exp or exp w/ req'd skills. Rate of pay: $165,000-$325,000/yr (may also be elig for other forms of compensation & bnfts). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Floor, New York, NY 10013 or email resume to TS-Posting@twosigma.com & ref Job # 13116.