GAA Portfolio Management Developers

Company: AQR Capital Management


General Information
  • Job Type: Full-time
  • Location: Greenwich, CT
  • Educational Requirements: Bachelors Degree
Contact Information
  • Name: Ronald Sutedja
  • Email: ronald.sutedja@gmail.com
  • Address: AQR Capital Management Two Greenwich Plaza Greenwich, CT 06830 p: +1.203.742.3600 f: +1.203.742.3100
  • Website: http://www.aqr.com
Qualifications:

The Global Asset Allocation (GAA) group primarily focuses on Portfolio Management and Research related to macro trading strategies, as well as managed futures and risk premia products. These include, but are not limited to: country and currency selection strategies, fixed income arbitrage strategies, commodities strategies and credit strategies. GAA is responsible for the management of a number of our hedge funds as well as a number of currency and macro overlay accounts. The GAA team works with the Global Stock Selection team cooperatively on managing Absolute Return strategies as well as our many international equity mandates.

Your Role

AQR Capital Management is looking for an exceptionally talented individual to join our Global Asset Allocation (GAA) team as a Portfolio Management Developer. The successful candidate possesses strong coding skills and is interested in learning how portfolio management works in a complex, multi-strategy, multi-fund environment. She/he will work closely with the GAA team to learn, design and build a wide spectrum of GAA portfolio management systems. These systems cover areas such as trade generation, liquidity management, performance attribution and exposure monitoring. In order to be successful, this person will need to develop systems that allow for a robust, efficient and automated portfolio management process. This person will be exposed to various aspects of portfolio management and quantitative investment in a dynamic and intellectually stimulating environment.

What You’ll Bring

  •   1-2 years experience

  •   Degree in computer science, engineering or other technical discipline

  •   Strong programming skills demonstrated in past work experience; strong knowledge of SQL

  •   Strong communication skills

  •   Strong problem solving and quantitative skills

  •   Organized and detail oriented

  •   Proactive, shows initiative

  •   Ability to work independently as well as in a team environment

  •   Hard working and eager to learn in a highly intellectual, collaborative environment

  •   Strong SAT scores and GPA 

How to Apply: Contact: AQR Capital Management Two Greenwich Plaza Greenwich, CT 06830 1.203.742.3600