Software Engineer - Quantitative Research

AQRGreenwich, CT
65d$120,000 - $135,000

About The Position

AQR is a global investment firm built at the intersection of financial theory and practical application. We strive to deliver concrete, long-term results by looking past market noise to identify and isolate the factors that matter most, and by developing ideas that stand up to rigorous testing. By putting theory into practice, we have become a leader in alternative strategies and an innovator in traditional portfolio management since 1998. AQR takes a systematic, research-driven approach, applying quantitative tools to process fundamental information and manage risk. Our clients include institutional investors, such as pension funds, insurance companies, endowments, foundations and sovereign wealth funds, as well as financial advisors. AQR’s Research Engineering team is seeking a strong technical engineer to strengthen our business initiatives in QRD, focused on our Global Stock Selection group. The Global Stock Selection (GSS) Quantitative Research Development (QRD) group enables and supports Global Stock Selection Research at AQR. GSS QRD maintains a sophisticated infrastructure and tooling environment in support of the business, as well as a complex production process including orchestrating numerous workflows with large amounts of data. QRD is responsible for signal generation and model construction as well as many other aspects of portfolio construction that go into the running of our strategies. The QRD team works closely with researchers to create new systematic investment strategies and refine existing ones, applying technology expertise along with a practical understanding of markets to implement research ideas and develop systems that further enable the business.

Requirements

  • A Bachelors or Masters degree in Computer Science or related field
  • 1-3 years of full-time experience in a software development position
  • Ability and desire to develop in Python (our primary language for the business)
  • Ability and desire to develop in Java
  • Mastery of design patterns and object-oriented programming techniques
  • Strong understanding of best practices for large scale application design, SOA, microservices, distributed compute, containers, and use of the cloud
  • Strong attention to detail, passion for careful testing
  • Excellent communication skills

Nice To Haves

  • Understanding or experience in finance

Responsibilities

  • Build or extend scalable, AWS-based storage and computing infrastructure
  • Develop a generalized research platform
  • Create a data ingestion and validation engine
  • Implement model computation and signal generation pipeline
  • Develop machine learning / Natural Language Processing pipeline

Benefits

  • Paid time off
  • Medical/dental/vision insurance
  • 401(k)
  • Annual discretionary bonus

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What This Job Offers

Job Type

Full-time

Career Level

Entry Level

Education Level

Bachelor's degree

Number of Employees

501-1,000 employees

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