Portfolio Implementation Engineer

About 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 and systematic 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

The process of turning quantitative insights into actionable investment strategies is a critical component of AQR’s success, and as a Portfolio Implementation Engineer you play a significant role in driving this process. Your work will also be crucial into enhancing our proprietary portfolio rebalancing platform, a key differentiator that drives the success of our systematic investment process. This is a highly selective, deeply technical team that collaborates with researchers and portfolio managers, while simultaneously exploring new technologies that advance the capabilities of our platform.

Your Role

As an Portfolio Implementation Engineer you will build or extend our:

  • Proprietary portfolio construction and implementation processes
  • Complex optimization problem setups and end-to-end strategy simulations
  • Highly flexible and scalable rebalancing platform supporting all asset classes
  • Portfolio Implementation APIs leveraging cloud computing and microservices
  • High-performance optimization engine and supporting algorithms and tools
  • Building Intelligent Orchestration and Supporting Large Scale Compute & Big Data 
  • Bespoke technology solutions that satisfy the needs of specific strategies

What You’ll Bring

  • BS/MS/PhD in Computer Science or related discipline
  • 2+ Years of Experience in Technology and/or Finance Role
  • Ability to code in Python & Java (& some experience with Scala desirable)
  • Willingness to code in multiple languages
  • Ability and/or experience creating scalable and flexible applications
  • Experience with source control (Git) and systems development lifecycle
  • Solid understanding of cloud development including Software as a Service (SaaS) model and modern application design
  • Broad understanding of mathematics and statistics
  • Experience / Knowledge of Quantitative Asset Management strongly desired (basic understanding & strong interest minimal)
  • Experience with Spring and AWS is also a plus
  • Strong individual contributor (with potential / ability for advancement)

Who You Are

  • Team player with very strong interpersonal, communication, and organizational skills
  • 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
  • Driven to learn new technologies and apply those learnings to add business value

AQR is an Equal Opportunity Employer.  EEO/VET/DISABILITY

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.

AQR is an Equal Opportunity Employer.