Quantitative Software Developer- Global Asset Allocation Research Development
Greenwich, CT 
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Posted 34 months ago
Position No Longer Available
Position No Longer Available
Job Description

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.

Your Role

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

 

Position No Longer Available
Job Summary
Start Date
As soon as possible
Employment Term and Type
Regular, Full Time
Required Education
Doctorate
Required Experience
3 to 10 years
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