Mid-Frequency Signal Research - Associate/VP

AQR Capital Management; Greater London; On-site; USD 150,000 - 170,000; Full time

Job description

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 looking past market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Our focus on practical insights and analysis has made us leaders in alternative and traditional strategies since 1998.

At AQR, our employees share a common spirit of academic excellence, intellectual honesty and an unwavering commitment to seeking the truth. We’re determined to know what makes financial markets tick – and we’ll ask every question and challenge every assumption. We recognize and respect the power of collaboration and believe transparency and openness to new ideas leads to innovation.

The Team

The Integrated Research team focuses on all aspects of research and portfolio management for a range of the firm’s equity, macro, multi-strategy and managed futures products. This includes the day-to-day management of portfolios, the design and implementation of strategies, new product development, client driven customization and thought leadership.

Your Role

1. Design and implement trading strategies with medium frequency alpha, targeting day-level / week-level opportunities in futures, currency and ETF markets.
2. Apply algorithms to analyze market data, build models, and identify trading signals.
3. Perform analysis of market data, including historical and real-time information, to identify opportunities.
4. Continually re-assess the effectiveness of trading strategies, making data-driven adjustments to improve profitability and risk management.
5. Work closely with developers, portfolio implementation, risk management, and other research teams to integrate strategies into the trading platform and align with overall objectives.

What You’ll Bring

1. Degree from top program in quantitative or scientific discipline, dual degree with Finance or Economics preferred.
2. 3+ years’ experience conducting rigorous, structured research on day-to-week holding period systematic alpha signals and managing systematic portfolios in relevant markets.
3. 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.
4. Highly technical with programming experience; Python preferred.
5. Ability to discuss and explain involved concepts in finance and mathematics in both verbal and written form.
6. Strong analytical and problem solving skills.
7. Demonstrated experience working with implementation of large-scale, complex projects cross-functionally.

AQR is an Equal Opportunity Employer. EEO/VET/DISABILITY

The salary range for this role is expected to be $150,000-$170,000. This is the range that we in good faith believe is accurate for this role at the time of this posting. We may ultimately pay more or less than the posted range, depending upon factors such as skills, experience, location, or other business and organizational needs. This wage range may also be modified in the future.

This job is also eligible for an annual discretionary bonus.

We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees.