ML Data Scientist & Data Quality Engineer

AQR Capital Management

Greenwich (CT)

On-site

USD 180,000 - 200,000

Full time

14 days+

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Benefits offered by this job

Bonus eligibility
401(k)
Comprehensive benefits

Job summary

AQR Capital Management is seeking a data engineer/analytics specialist to bridge data engineering and quantitative research. You will ensure research datasets are accurate, traceable, and ready for machine learning by developing robust data preparation and quality workflows.

Your work delivers clean, reliable, project-specific datasets and features to researchers. Responsibilities include transforming raw data into research-ready datasets, feature generation, and building data quality

Qualifications

  • 4+ years of relevant work experience.
  • Strong Python programming skills with pandas/NumPy.
  • Strong SQL skills and PostgreSQL experience.
  • Experience with structured and unstructured data.
  • Experience with data quality, validation, monitoring, and profiling; Git, PyTest, CI/CD, and API development.

Responsibilities

  • Partner with quantitative researchers to understand project needs and produce data for models.
  • Transform raw data into project-specific, research-ready datasets.
  • Perform feature generation and deliver datasets to researchers for modeling.
  • Resolve tagging, entity-matching, and data linkage issues across signals.
  • Build data quality assurance, monitoring, and profiling workflows.
  • Develop knowledge graphs for corporate events and maintain data lineage.
  • Onboard alternative datasets and ensure data reliability for trading strategies.
  • Collaborate with researchers and engineering teams across priorities.
  • Communicate clearly with stakeholders.

Skills

Python
SQL
Data quality
Git
CI/CD
API development
Documentation
Data visualization
Pandas/NumPy
Entity resolution

Education

Bachelor's degree in a quantitative field

Tools

PostgreSQL
LLM APIs
AWS
PyTorch

Job description

AQR Capital Management is seeking a data engineer/analytics specialist to bridge data engineering and quantitative research. You will ensure research datasets are accurate, traceable, and ready for machine learning by developing robust data preparation and quality workflows.

Your work delivers clean, reliable, project-specific datasets and features to researchers. Responsibilities include transforming raw data into research-ready datasets, feature generation, and building data quality

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