AQR Capital Management is looking to improve its trading strategies and portfolio management for its equity, macro, multi-strategy and managed futures products.
Requirements
- Strong knowledge in the areas of statistical and economic modelling, and the capacity to utilize a variety of macro and micro-econometric and/or machine learning methods.
- Highly technical with programming experience; Python preferred.
- Experience conducting rigorous, structured research on day-to-week holding period systematic alpha signals and managing systematic portfolios in relevant markets.
- Knowledge of futures, currency and ETF markets.
- Experience with large-scale, complex projects cross-functionally.
- Experience with data analysis and modeling.
- Experience with algorithmic trading strategies.
Responsibilities
- Design and implement trading strategies with medium frequency alpha, targeting day-level / week-level opportunities in futures, currency and ETF markets.
- Apply algorithms to analyze market data, build models, and identify trading signals.
- Perform analysis of market data, including historical and real-time information, to identify opportunities.
- Continually re-assess the effectiveness of trading strategies, making data-driven adjustments to improve profitability and risk management.
- Work closely with developers, portfolio implementation, risk management, and other research teams to integrate strategies into the trading platform and align with overall objectives.
Other
- Degree from top program in quantitative or scientific discipline, dual degree with Finance or Economics preferred.
- 3+ years’ experience conducting rigorous, structured research on day-to-week holding period systematic alpha signals and managing systematic portfolios in relevant markets.
- Ability to discuss and explain involved concepts in finance and mathematics in both verbal and written form.
- Strong analytical and problem solving skills.
- Demonstrated experience working with implementation of large-scale, complex projects cross-functionally.
- Paid time off, medical/dental/vision insurance, 401(k), and other benefits to eligible employees.
- Annual discretionary bonus.
