Quant Data Scientist: ML Data Prep & Features

AQR Capital Management; California; Hybrid; USD 180,000 - 200,000; Full time

Benefits offered by this job

Annual discretionary bonus

Medical/dental/vision insurance

Paid time off

401(k)

Job summary

AQR Capital Management is seeking a data engineering focused professional to bridge the gap between data engineering and quantitative research. You will ensure research datasets are accurate, traceable, and ready for machine learning by building robust data preparation and quality workflows.

Responsibilities include transforming data into research-ready formats, generating features, and maintaining data integrity across multiple projects.

Qualifications

• 4+ years of relevant work experience.
• Strong Python programming skills, including pandas and NumPy.
• Strong SQL skills with PostgreSQL experience.
• Experience with structured and unstructured data.
• Experience with data quality, validation, monitoring, and profiling.
• Experience with Git, PyTest, CI/CD, and API development.
• Ability to document data definitions, transformations, and quality checks clearly.
• Ability to work independently and communicate with technical and non-technical stakeholders.
• Strong visualization skills.

Responsibilities

• Partner directly with quantitative researchers to understand data needs for ML projects.
• Transform raw data into project-specific, research-ready datasets.
• Perform feature generation and deliver prepared datasets for modeling.
• Resolve tagging, entity-matching, and linkage issues across signals and text data.
• Build data quality, monitoring, and profiling workflows with programmatic checks and reviews.
• Create point-in-time mappings and knowledge graphs for corporate events.
• Onboard alternative datasets and ensure data reliability for trading strategies.
• Collaborate across researchers and engineering teams as priorities evolve.
• Communicate clearly with researchers and engineering partners.

Skills

Python

Pandas

NumPy

SQL

PostgreSQL

Data Quality

Git

PyTest

CI/CD

API Development

Documentation

Visualization

Tools

AWS

S3

Batch

Claude Code

Codex

AWS Bedrock

Job description

AQR Capital Management is seeking a data engineering focused professional to bridge the gap between data engineering and quantitative research. You will ensure research datasets are accurate, traceable, and ready for machine learning by building robust data preparation and quality workflows.

Responsibilities include transforming data into research-ready formats, generating features, and maintaining data integrity across multiple projects.