Global Stock Selection - Quant Research Development

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: Two Greenwich Plaza Greenwich, CT 06830 p: +1.203.742.3600 f: +1.203.742.3100
  • Website: http://www.aqr.com
Qualifications:

The Global Stock Selection (GSS) group is responsible for the portfolio management and research of AQR's strategies relating to individual equities and equity-linked products such as convertible bonds and equity options. GSS models are applied to market neutral long-short portfolios in AQR hedge funds as well as to long-only and relaxed constraint portfolios for institutional equity mandates.

AQR Capital Management is looking for an innovative, passionate Quant Research Developer to enhance the technology, data, and analysis related to our proprietary portfolio management, research and production systems. The successful candidate possesses strong coding skills, has an aptitude for mathematics and desire to learn quantitative finance. She/he places an emphasis on elegance, controls, and carefully considered design through the use of cutting edge technology. Core responsibilities include designing and implementing systems, tools and workflows to enable efficient and scalable data analysis, research and back-testing along with portfolio management, optimization and attribution. The responsibilities include offering innovative enhancements to existing infrastructure, as well as building new systems. This person will work closely with other research developers, portfolio managers and researchers. As part of GSS, the candidate will become intimately familiar with quantitative asset management and the investment philosophy which drives AQR.

Requirements

  •   Degree in Computer Science, Engineering or equivalent field

  •   2-4 years of related work experience

  •   Strong programming skills, with demonstrated experience in multiple languages (Python

    preferred; GUI skills desirable)

  •   Strong SQL/Data Infrastructure skills

  •   Strong problem solving and quantitative skills

  •   Well-organized, detail-oriented and able to focus in a dynamic environment

  •   Ability to discuss and explain involved concepts in both verbal and written form

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

    environment

  •   Ability to work independently as well as part of a team

  •   Strong GPA and SAT (or equivalent) scores 

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