Data Scientist

IT: Two Sigma Investments, LP seeks Data Scientist in NY, NY. Incls but not limited to Research, engr, & dvlp novel data prep methods using complex linear algebra, math, & stat modeling techniques to transform raw fin'l data into fit-for-purpose, structured data products. Design & implement granular domain-specific features -- relating them to company, industry, & macroeconomic factors -- that feed into systematic investmt mgmt research & trading processes. Must have Master's or equiv in CS, or rel field plus 2 yrs exp in Data Sci or rel exp; OR Bachelor's or equiv in CS, or rel field plus 5 yrs exp in Data Sci or rel exp. Must have exp designing & independently creating data products w/ feature eng'g component for consumption by quantitative research techniques. Must have exp in one or more domains in quantitative finance. Must have exp collab'g w/ eng'g partners or teams. Must have exp collecting & evaluating user req'ts to build data products. Must have exp leading -- not merely contribute towards -- lrg scale data projects spanning multiple quarters. Must have demonstrated knowl of coding in scripting language (e.g. Python, R, Matlab) for all three of data analysis, processing, & transformation. Must have demonstrated knowl working w/ data-frames & associated libraries, incl Pandas & NumPy. Must have demonstrated knowl of linear algebra, fundamental math & stat modeling techniques. Must have demonstrated knowl of data structures, algorithms, & design patterns. Must have exp w/config'g & supporting live data pipelines. Must have exp w/ creating & maintaining python libraries of data transforms. Must have exp w/ visualizing data using libraries such as matplotlib, seaborn, or ggplot. Must have exp w/ cleaning, prep'g, & normalizing timeseries data. Must have exp w/ conducting technl interviews. Must have demonstrated knowl in producing technl content in form of documentation & presentations, communicating at appropriate technl level to match that of the audience. Must pass co's req'd skills assessment. Employer will accept any amount of graduate coursework, graduate research exp or exp w/ req'd skills. Rate of pay: $171,000 - $325,000/year (may also be eligible for other forms of compensation & benefits). Send resume to TS/HR Dept., Two Sigma Investments, LP, 100 Avenue of the Americas, 16th Flr, NY, NY 10013 or email resume to TS-Posting@ twosigma.com & ref. Job # 13113.