Software Engineer-Global Stock Selection Strategy
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.
The Global Stock Selection (GSS) Strategy team is responsible for engaging with our clients on equity-related topics pertaining to AQR’s global portfolios. They carry out research and analysis to provide our clients with insights and understanding of their investments and respond to client questions and requests for information. The GSS Strategy team works closely with the Portfolio Managers and Portfolio Implementation teams. We are mathematicians, computer scientists and engineers, passionate about advancing financial research and pushing the limits of today’s technology.
As a member of the Software Engineering department you will work directly with the GSS Strategy team to equip them with the software solutions they need to respond to requests from our clients. You will harness and extend the analytical capabilities of our extensive core analytics systems. When necessary, you will customize or enhance these capabilities to meet new and changing client requests. You will help implement analytics solutions for evolving industry trends such as ESG. Your work will be incorporated into the core AQR analytics systems, helping them evolve to meet the future needs of our clients.
You will be part of a small, focused development team that will collaborate with the broader engineering department as well as work side-by-side with the researchers and portfolio analysts, you will become familiar with the investment philosophy which drives AQR.
As a software developer on our team, you will build and extend our:
- Portfolio Analytics systems
- Internal APIs that make analytical data accessible to the GSS Strategy team and other internal teams
- Bespoke client analytics and reports
- Systems that assist our Portfolio Managers and Portfolio Implementors explain market movements and the factors that contribute to them.
What You’ll Bring
- Relevant academic qualification or industry work experience in Computer Science, Mathematics or related disciplines
- Excellent coding and debugging skills along with proven analytical skills
- Excellent communication skills
- Interest in discovering and refining requirements and working directly with users
- Ability and desire to develop in Python [our systems are mainly written in Python, so this is a must have]
- Hands on experience with NumPy / pandas or similar quantitative stack is a plus
- Relational database skills needed for data analysis as well as development [we use MS SQL Server, & Postgres but similar RDBMS is fine]
- An aptitude for and a familiarity with financial mathematics and the practical application in the calculation of financial measures
- Familiarity with and interest in developing service-based architectures (REST like)
- Familiarity with modern collaborative software lifecycle tools, e.g. Git, Jira, Bamboo & Jenkins
Who You Are
- Thoughtful, curious, and a natural fit for a collaborative, team-oriented culture
- Hard-working and eager to learn in a fast-paced, innovative environment
- Comfortable with an agile and iterative approach to development with frequent releases
- Committed to intellectual integrity, transparency, and openness
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.