Research Engineer-Team Lead/VP
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.
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 Vice President and Team Lead engineers to strengthen our business initiatives in our Fixed Income, Global Asset Allocation, and Gl0bal Stock Selection Group.
Our Fixed Income team owns research and implementation of rates and credit strategies at AQR. The team’s researchers and engineers collaborate to discover, evaluate, and productionize investment ideas. As a developer in Fixed Income, you’ll design and build proprietary systems that drive both our research work and our production investment process.
The Global Asset Allocation (GAA) Research and Portfolio Management team is responsible for the design, construction, optimization, and implementation of AQR’s global portfolios. We pride ourselves on creating an academic, collaborative, and intellectually inspiring atmosphere where we apply practical understanding to world markets. We believe in finding simple solutions to complex problems. We’re never short on groundbreaking ideas to explore and we realize that building a scalable and dynamic infrastructure is paramount to our success.
The Global Stock Selection (GSS) Research Engineering (RE) group enables and supports Global Stock Selection Research at AQR. GSS RE 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. GSS RE 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. Research Engineers work 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.
As a software engineer at AQR, you will build or extend our:
- Data ingestion and validation engine
- Signal generation and portfolio construction framework
- Backtesters and related historical simulation tools
- Scalable, AWS-based storage and computing infrastructure
What You’ll Bring
- Vice President: At least 7-10 years of software engineering experience
- Team Lead: 10+ years software engineering experience as well as experience in team and project management
- Ability and desire to develop in Python (our primary language for research-owned systems)
- Mastery of design patterns and object-oriented programming techniques
- Strong attention to detail, passion for careful testing
- Professional or academic background in quantitative finance
- Excellent communication skills
Who You Are
- Mature, thoughtful, and collaborative
- Hard-working and eager to learn
- Committed to intellectual integrity and transparency
- Motivated by the transformational effects of technology-at-scale
This position is not eligible to be performed in Colorado
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.