Futures & Commodities Quant Research Analyst

AQR Capital Management; Greenwich (CT); On-site; USD 225,000 - 245,000; Full time

Benefits offered by this job

Paid time off

Medical/dental/vision insurance

401(k)

Annual discretionary bonus

Other employee benefits

Job summary

AQR Capital Management is seeking a Research Analyst to join its quantitative research team in Greenwich, CT. You will participate in signal research, data analysis, portfolio optimization, and risk management to develop and maintain trading strategies.

Collaboration with researchers and portfolio managers is essential. You will engage in building quantitative investment strategies, perform statistical research on financial data, and contribute to research infrastructure.

Qualifications

• B.S. in a quantitative field (Finance, Economics, Computer Science, Math, Engineering)
• 2–3 years’ work experience at a quantitative finance firm, with exposure to commodities, futures/managed futures (CTA), rates/fixed income, equities, or FX
• Programming skills with Python preferred but not required
• Strong problem solving and quantitative skills
• High degree of intellectual curiosity
• Ability to communicate effectively in both verbal and written form
• Strong GPA and SAT scores

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

Skills

Python

Problem solving

Communication skills

Quantitative mindset

Team collaboration

Education

B.S. in a quantitative field

Job description

AQR Capital Management is seeking a Research Analyst to join its quantitative research team in Greenwich, CT. You will participate in signal research, data analysis, portfolio optimization, and risk management to develop and maintain trading strategies.

Collaboration with researchers and portfolio managers is essential. You will engage in building quantitative investment strategies, perform statistical research on financial data, and contribute to research infrastructure.