Quantitative Software Developer- Global Asset Allocation Research Development
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 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.
GAA Research Development (GAARD) is seeking quantitative software developers. Our developers are responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and implementation that powers AQR. Our development teams are small, motivated, and highly productive. Collaborating side-by-side with researchers and portfolio analysts, you will become intimately familiar with the investment philosophy which drives AQR.
We believe that the next innovation to transform our business could come from anyone at AQR. Expect to be recognized not only for your diligence and hard work today, but for your vision for tomorrow. We are mathematicians, computer scientists, and engineers passionate about advancing financial research and pushing the limits of today’s technology.
As a quantitative software developer in GAA Research Development, you will build or extend our:
- Proprietary portfolio construction and optimization techniques
- Global asset risk estimation system incorporating millions of data points
- Intuitive research APIs leveraging cloud computing and cutting-edge visualizations
- High-performance historical simulation engine
- Workflow platform using services, messaging, and graph-based dependency awareness
What You’ll Bring
- BS/MS/PhD in Computer Science, Mathematics, or related discipline
- 3 to 10 years of relevant experience
- Outstanding coding, debugging, and analytical skills
- An aptitude for mathematics
- An interest in quantitative finance (no finance / trading experience required)
- Experience with Python / NumPy / pandas or similar quantitative stack is a plus
- Demonstrated contributions to open-source software is also a plus
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
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.
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.