AQR Capital Management is building a new Data Engineering team to solve problems working with big data. This team will work directly with researchers and others across the firm to build and manage the infrastructure that loads, validates, and provisions many large data sets used in the research and investment processes.
Requirements
- Experience working in a distributed data environment and working with large data sets
- Knowledge of big data frameworks such as Spark and Hadoop
- Familiarity with one of the large cloud providers is a plus but not required
- Experience with Python / NumPy / pandas or similar quantitative stack is a plus
- Familiarity with AI models and/or frameworks is a plus
Responsibilities
- participate in designing and building an new enterprise data platform used by quantitative researchers to manage large volumes of market, reference, and alternative data, both structured and unstructured.
- build critical tools that will be used across the firm to validate data, back-test and find valuable investment insights.
- collaborating directly with Researchers and Portfolio Managers to define and implement detailed business requirements for new and existing projects.
- use big data technologies and cloud-based platforms to build an extensible and scalable solution to the data needs of one of the largest quantitative investment firms in the world.
Other
- 6+ Years of relevant work experience
- Bachelors/Masters/PhD in Computer Science, Engineering, or related discipline
- Outstanding coding, debugging, and analytical skills
- Ability to work directly with business stakeholders to spec out and implement solutions
- An interest in quantitative finance (no finance / trading experience required)
