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Software Support Engineer in Research at AQR Capital Management

Posted in Engineering 30+ days ago.

Location: Greenwich, Connecticut





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.


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.


The Team


Our quantitative research development team designs and builds proprietary systems that drive strategy research and implementation at AQR. The team is 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.


Your Role


As a software support engineer in research you will:



  • Support our proprietary research and production applications

  • Proactively plan and implement improvements to streamline processes and reduce risk and manual support

  • Be a point of contact for researcher questions and feature requests

  • Work to develop a deep understanding AQR's investment approach and the systems that power it


What You'll Bring



  • Outstanding coding, debugging, and analytical skills

  • Experience with Python / NumPy / Pandas or similar quantitative stack

  • Experience with SQL

  • An interest in quantitative asset management

  • BS/MS/PhD in Computer Science, Mathematics, or related discipline


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


AQR mandates that U.S. employees are vaccinated against COVID-19 as a condition of employment, subject to reasonable accommodation as required by law.


AQR is an Equal Opportunity Employer. EEO/VET/DISABILITY




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