In this paper we produce families of complete, non-compact Riemannian metrics with positive constant $\sigma_2$--curvature on the sphere $\mathbb S^n$, $n>4$, with a prescribed singular set $\Lambda$ given by a disjoint union of closed submanifolds whose dimension is positive and strictly less than $(n-\sqrt{n}-2)/2$. The $\sigma_2$--curvature in conformal geometry is defined as the second elementary symmetric polynomial of the eigenvalues of the Schouten tensor, which yields a fully non-linear PDE for the conformal factor. We show that the classical gluing method of Mazzeo-Pacard (JDG 1996) for the scalar curvature still works in the fully non-linear setting. This is a consequence of the conformal properties of the $\sigma_2$ equation, which imply that the linearized operator has good mapping properties in weighted spaces. Our method could be potentially generalized to any $\sigma_k$, $2\leq k
