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- 2014-5-15
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- 1970-1-1
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Modeling Engineering
Modeling Engineering exists to provide platform and bespoke technology to the broader Modeling organization. In Modeling Engineering, that platform is an emergent property of our people, innovation, and the problems we solve. Our consumer-partners are primarily our Quantitative Researchers, but we also provide support for integrated engineering teams.
Key Areas: Algorithms, Math, Machine Learning, Quantitative Analysis, Big Data, Open Source, Data Science, Research
Beaker: One of our few external facing web applications, Beaker is an Open source project that is built for allowing Data Scientists/Researchers to simplify their work with really large/complex datasets. www.beakernotebook.com is the external site.
Datanomics: Amass vast quantities of information that can inform investment decisions. Collect, parse, and clean terabytes of data used for research and real-time automated decision-making
Simulations: Oursimulation framework allows researchers to test drive new ideas by adjusting/developing experimental settings/configurations and debugging/analyzing the observed results/issues before deploying them to the live trading environment. Manages the firm-wide computer cluster
Modeling Lifecycle Engineering (MLE): Work very closely with the modeling community to understand the structure and characteristics of Two Sigma acquired data sets to identify technological solutions for web-scale data exploration
Trading Engineering
Trading Engineering builds and maintains our automated trading systems and builds high performance systems that make decisions thousands of times faster than you can blink an eye.
Key Areas: Low-Latency, High Availability, Distributed Systems, High Frequency, Open Source, C/C++
Execution:The system uses algorithms and tactics that determine, among others, venue, optimal size, price, timing, order type for each order sent to the street in order to achieve best execution.
Trading Platform Engineering: aims to provide the single method for consuming electronic market data as well as sending and receiving electronic orders for all Two Sigma businesses across all regions and all asset classes. For this purpose we architect, build, and maintain a scalable, feature-rich, low-latency and high-performance direct market access platform to benefit modelling and trading groups within Two Sigma.
HFT: Our High Frequency Trading Platform. We architect, build, and maintain a scalable, feature-rich, low-latency and high-performance direct market access platform to benefit modelling and trading groups within Two Sigma.
Platform Engineering
The Platform Engineering team consists of many sub-teams and is currently a high hiring priority. Overall, PE builds the underlying infrastructure that virtually every other engineering team at Two Sigma uses. They are responsible for things such as our Distributed Storage environment, our public and private Cloud environment, building Developer Tools, our Applications Infrastructure and much more…they love to use open-source software.
Key Areas: Distributed Systems, Open Source, Storage, Cloud, Reliability, Scalability, DevOps, High Performance Computing, Parallel Systems, Infrastructure
Sample Teams under PE:
Services Engineering: The services engineering team develops, maintains and supports the platforms, core libraries and core services which serve as the fundamental building blocks for every Two Sigma business
Software Tools: The Software Tools team is in charge of developer productivity at Two Sigma. We create and maintain the tools that our developers use to review, build, test and deploy their software.
Reliability Engineering/DevOps: As a member of this versatile group of full stack engineers, you will be on the front line for maintaining and expanding the capabilities of Two Sigma’s many and varied systems. The team exists in the space between traditional systems administration and software development, and seeks to merge the capabilities from both disciplines
Enterprise Engineering
Our newest Eng organization, the Enterprise Engineering team builds and maintains our internal systems that are used by all Two Sigma Employees. In addition, they work closely with the business to automate as many of our accounting, reporting, legal, and compliance tasks as possible. They often build and re-build cool, greenfield ideas from scratch. There is a ton of autonomy in EE and a wide variety of projects to pick from.
Key Areas: Full stack, Front End, UI Development, Automation, NLP, Finance
Sample Teams under EE:
Collaboration & Usability Engineering (CUE): CUE is focused on internal productivity and helping others. You'll immediately be working on software used by everyone at the company, and will personally be responsible for helping your coworkers become more productive. Agile development and rapid feedback mean you get to learn quickly and have a large, highly visible impact in a short amount of time. We work in a relatively unconstrained solution space which means drawing from and working with the latest and best in open source, commercially or internally developed software.
Corporate Engineering: the goal is to automate all aspects of accounting, reporting, legal, and compliances after a trade happens. Automating our cash management systems, accounting systems, complicated trade-flows, and other business-critical functions are just a few of the problems we tackle. |
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