AQR Capital Management is seeking a software engineer to strengthen business initiatives in QRD, focused on their Global Stock Selection group. This involves maintaining and enhancing a sophisticated infrastructure and tooling environment for quantitative research, including signal generation, model construction, and portfolio construction.
Requirements
- Ability and desire to develop in Python (our primary language for the business)
- Ability and desire to develop in Java.
- Mastery of design patterns and object-oriented programming techniques
- Strong understanding of best practices for large scale application design, SOA, microservices, distributed compute, containers, and use of the cloud.
Responsibilities
- build or extend our: Scalable, AWS-based storage and computing infrastructure
- build or extend our: Generalized research platform
- build or extend our: Data ingestion and validation engine
- build or extend our: Model computation and signal generation pipeline
- build or extend our: Machine learning / Natural Language Processing pipeline
Other
- 1-3 years of full-time experience in a software development position
- Strong attention to detail, passion for careful testing
- Excellent communication skills
- Understanding or experience in finance a plus
- A Bachelors or Masters degree in Computer Science or related field
