Research - Quant Research Development- Software Engineer- Vice President

About AQR Capital Management

AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Underpinning this philosophy is an unrelenting commitment to excellence in technology — powering our insights and analysis. This unique combination has made us leaders in alternative and traditional strategies 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

Technology has long been essential ingredient to our success, and as a Quant Engineer in the Research (Portfolio Implementation) team you will be knee-deep in mission critical challenges that make our investment ideas a reality. Collaborating side by side with researchers and portfolio analysts, you will be responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and systematic investing that powers AQR.

Your Role

As a Senior Quant Engineer in QRD, you will build or extend our :

• Portfolio Implementation systems leveraging research output, perform optimization with constraints and generate Orders.
• Microservices leveraging cloud computing and enabling them to run at scale.
• High-performance historical simulation / back testing engine for trying out various portfolio constraints
• Bespoke technology solutions that satisfy the needs of specific asset classes and research needs
• Partner with not only local but also global team of research engineers for successful product delivery

What You'll Bring

Who You Are

Skills Required

Java, Python, Microservices