Data Engineer - Associate

AQR Capital Management 

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. 

At AQR, our employees share a common spirit of academic excellence, intellectual honesty and an unwavering commitment to seeking the truth. We’re determined to know what makes financial markets tick – and we’ll ask every question and challenge every assumption.  We recognize and respect the power of collaboration - and believe transparency and openness to new ideas leads to innovation. 

The Team 

You will join a team responsible for sourcing the reference and pricing data used by the rest of the firm. Our teams are small, motivated, and highly productive.  We work closely with research, portfolio implementation, trading, and operations in everything we do, and all learn from each other in building world-class systems. 

Your Role 

You will join a small and focused team of engineers responsible for designing and implementing new data pipelines for sourcing reference and analytics data used by everyone in the firm.  You will participate in and contribute to design decisions as we build out the system, and work with users across the firm as we roll out new data pipelines to production. 

What You’ll Bring 

  • Bachelors/Masters/PhD in Computer Science, Engineering, or related discipline
  • 5+ years of work experience building applications in Python.
  • Experience with relational database systems, such as Microsoft SQL Server or Postgres 
  • Outstanding coding, debugging, and analytical skills
  • Experience building and designing REST APIs
  • Prior experience building data pipelines is a plus
  • Experience with messaging and pub/sub platforms is a plus
  • Experience with AWS or other cloud providers is a plus
  • Experience with Source / Version control systems such as Git
  • Familiarity with software development best practices 


 Who You Are 

  • Mature, thoughtful, and a natural fit for a collaborative, team-oriented culture
  • Hard-working and eager to learn in a fast-paced, innovative environment
  • Committed to intellectual integrity, transparency, and openness
  • Motivated by the transformational effects of technology-at-scale

Life at AQR


AQR offers generous benefits: 100% paid Medical, Dental and Vision coverage. Perks include health and wellness allowances, meditation programs, onsite breakfasts and lunches and stocked kitchens with seasonal treats.

Employee Connectivity

Employees participate in a range of connectivity and community building events & experiences the firm offers: Book Clubs, Research Colloquiums, baseball outings, Star Wars premiere, our Food Truck Social and volunteer opportunities.

Learning & Development

QUANTA, the firm's learning and development program, offers both professional and personal growth opportunities through 350+ classes per year.