AQR Capital Management is looking for a junior researcher to participate in integral business functions including research, data analysis, portfolio optimization, and risk management to develop and maintain trading strategies for the firm.
Requirements
- B.S. in a quantitative field (e.g. Finance, Economics, Computer Science, Math, Engineering etc.)
- 2- 4 years work experience at a quantitative finance firm
- exposure to futures, currencies and/or swaps preferred
- Programming skills with demonstrated experience
- Python preferred but not required
- Strong problem solving and quantitative skills
Responsibilities
- Engage in the development of AQR’s proprietary quantitative investment strategies
- Perform statistical and economic research on financial data related to systematic strategies
- Work closely with portfolio managers to assist in the implementation of investment strategies
- Add features to proprietary research system to implement new research ideas
- Participate in the design and development of research infrastructure for the purpose of conducting economic and statistical research
- Develop and maintain analytical tooling and infrastructure
Other
- advanced degrees preferred
- High degree of intellectual curiosity
- Ability to communicate effectively in both verbal and written form
- Strong GPA and SAT scores
- Mature and thoughtful, with the ability to operate within a collaborative, team-oriented culture
- Committed to intellectual integrity, with a high degree of ethics
- Hard- working and eager to learn in a highly intellectual, innovative environment
- Well- organized, detail- oriented, with strong communication skills; able to multi-task and keep track of various deadlines
- EEO/VET/DISABILITY
- This job is also eligible for an annual discretionary bonus.
- We offer comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees
