Market Making and Intraday Alpha
Our market making and intraday alpha business brings advanced data science and ultra-low latency execution capabilities together to provide liquidity in equity, futures, and ETF markets across the globe.
Options Trading
Our options market making business leverages our high performance proprietary options platform alongside sophisticated forecast research to make markets on 15 US options exchanges.
Client Trading
Our client trading business provides reliable liquidity and execution capabilities alongside attentive customer service in our wholesale market making, algorithmic trading services, and single dealer platform offerings.
Our Culture
We take pride in our important role in making the world's financial markets more efficient. Our edge over our competitors is derived from our culture, which encourages innovation through independent thinking, collaborative problem-solving, and lifelong learning and growth.
Passion for problem solving
We are excited by the nearly endless data-rich problems in the financial markets, and are constantly looking for ways to evolve our business. At our core, we bring a scientific approach to systematic trading and risk management to make markets more efficient. We have built a best-in-class platform to ingest, clean, transform, and analyze data that enables our team to tackle some of the most challenging problems in the data science field.
Freedom to innovate
We are not afraid to challenge assumptions about the best way to approach tough problems facing our industry. When we come up with a better way, we make sure to align resources and support to turn that idea into a meaningful innovation for our business.
Continuous learners
We look forward to the opportunity to constantly learn and improve, both in our field and our interests. In our day-to-day, we regularly share market microstructure insights, research methodology updates, and platform enhancements to transfuse best practices across the business. The firm also brings in world renowned researchers to present their work and provides designated learning days each year to encourage colleagues to attend conferences and classes.
Motivated by meritocracy
We are a flat organization, where ideas are evaluated on their merits, not the seniority of the source. Any team member, irrespective of tenure, is given the opportunity to shape their work agenda, transform their ideas into production models and processes, and make a real impact on our business and the world’s financial markets.
Quantitative Researcher
Meet Vincent, who works in high frequency equities research.
9:30am
Morning Backtest
9:30am
Morning Backtest
There is no typical day as a researcher. This morning I’m backtesting a model I developed. My goal is to leverage our research infrastructure and vast data assets to develop a model that predicts future price moves. These predictions are in turn used by strategies to make winning bets.
11:30am
Data Pipeline Review
11:30am
Data Pipeline Review
While my backtest is running, I tweak the data pipeline for another project. I often work on more than one project at a time, which keeps my days very dynamic. I knew that joining Two Sigma Securities would provide me access to a lot of resources, but I was surprised by the diverse array of internal products and computing resources here.
12:15pm
Lunch in SoHo
12:15pm
Lunch in SoHo
I grab lunch in SoHo with my friend Ilya, who is also part of the Two Sigma Securities team. One of the things I really value about our team is that our colleagues are excited to share their learnings with you so you can build off of their experiences. The organization as a whole emphasizes collaboration over competition.
1:30pm
Colleague Brainstorm
1:30pm
Colleague Brainstorm
I start to brainstorm ideas for a third project I’d like to start in the upcoming weeks. I ask one of my colleagues to whiteboard with me as I develop my hypothesis.
3:15pm
Review Backtest Results
3:15pm
Review Backtest Results
My backtest results are back! I grab a snack from the pantry and review the results. I debate whether I should push them to production, but decide that there’s still room to optimize the model.
4:10pm
Provide Colleague Feedback
4:10pm
Provide Colleague Feedback
An engineering colleague of mine has requested that I provide her with feedback on a new infrastructure project we recently finished up. She’s hoping to advance levels this year, and I want to make sure my promotion feedback will enable her to continue to grow her career at Two Sigma Securities.
5:45pm
Set Up a Simulation
5:45pm
Set Up a Simulation
The work day is wrapping up so I bookmark a paper I want to read tomorrow morning and schedule a simulation to run over the weekend. It’s started to rain so I grab a Two Sigma umbrella from the front desk for my commute home.
I feel like I've grown a lot professionally and personally during my time at Two Sigma Securities. Beyond the access to fantastic data and computing capabilities and learning resources, I'm surrounded by colleagues who challenge me intellectually.
Ilya
Quantitative Researcher
It's been really exciting to help shape the business and take on important growth initiatives, while also getting to work and learn from some of the best minds in quantitative finance and engineering.
Thomas
Business Development
Our Offices
New York
100 Avenue of the Americas
16th Floor
New York, NY 10013
101 Avenue of the Americas
23rd Floor
New York, NY 10013
T +1 212 625 5700
F +1 212 625 5800
Chicago
200 S. Wacker
Suite 3100
Chicago, IL 60606
Stamford
680 Washington Boulevard
Suite 850
Stamford, CT, 06901
London
City Tower,
40 Basinghall Street
Level 16
London, EC2V 5DE