GAA Research Developer
AQR Capital Management Two Greenwich Plaza Greenwich, CT 06830 p: +1.203.742.3600 f: +1.203.742.3100 w: aqr.com
We are an affirmative action/equal opportunity employer.
GAA Research Developer (Greenwich, CT – Greater NYC area)
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.
About The Team
Research developers at AQR interact closely with researchers and portfolio managers to identify problems and create solutions that respond to the challenges of optimizing computational efficiency and scale. While working side-by-side with the brightest minds in the quantitative finance industry, the candidate will become intimately familiar with the investment philosophy which drives AQR. Our team is ambitious and passionate; the environment is collaborative and fast-paced.
AQR Capital Management is looking for innovative and passionate developers to design and implement AQR’s proprietary research and production systems. Thinking in code should come naturally to you and you should enjoy finding simple solutions to complex problems. Successful research developers at AQR think critically about interface design and consider how we can best enable our researchers to express ideas in code. The successful candidate is comfortable working in the quantitative space and has an aptitude for mathematics.
? Improve the design, scalability, and resilience of core research and production systems
? Focus on transparency and ease-of-use to design clean, safe, and usable interfaces
? Code using primarily Python (and some C#)
? Build distributed computing systems for complex research tasks
? Build data analysis tools to explore complex economic data sets
What You’ll Bring
? BS, MS, or PhD in Computer Science, Mathematics, or other technical discipline
? Extensive programming experience, with demonstrated exposure to multiple languages
? Strong quantitative and problem solving skills
? Ability to discuss and explain involved concepts in both oral and written form
? Strong SAT (or equivalent) scores and GPA
Hope You Have
? Experience with Python
? Experience with quantitative libraries (NumPy, SciPy, pandas, QuantLib)
? Demonstrated contributions to open-source software (pandas was born at AQR!)
Who You Are
? Hard-working and eager to learn in a highly intellectual, innovative environment
? Committed to intellectual integrity with high ethical standards
? Mature, thoughtful, and comfortable with a collaborative, team-oriented culture
? Energized by the profound effect technology can have on the research process