Software Engineer in Research
We are seeking software engineers to work in our research department. 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.
As a quantitative software developer 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
- 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
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, engineers and artists, passionate about advancing financial research and pushing the limits of today’s technology.
For additional details regarding submission eligibility and payment terms, please refer to your contract. Only submissions from agencies with current service contracts in place will be considered.