Research & Portfolio Management Engineer - Specialized Investments Group

AQR Capital Management; Greenwich (CT); On-site; USD 155,000 - 185,000; Full time

Benefits offered by this job

Medical/dental/vision insurance

401(k)

Paid time off

Annual discretionary bonus

Job summary

AQR Capital Management in Greenwich, Connecticut, is seeking a Software Engineer to join their Quantitative Research Development team. This role involves building and optimizing data platforms and tools for tax-aware investment strategies, requiring a strong expertise in Python, SQL, and AI frameworks.

Applicants should possess over three years of programming experience alongside a solid understanding of cloud computing and object-oriented design. AQR offers a competitive salary range from $155,000 to $185,000 with a comprehensive benefits package.

Qualifications

• 3+ years of programming experience with expertise in Python, NumPy, and Pandas.
• Experience with SQL (SQL Server & Postgres preferred).
• Strong understanding of design patterns and object-oriented programming.
• Ability to design elegant solutions and high-quality code.

Responsibilities

• Build and extend data and services platforms for research APIs.
• Develop tools incorporating millions of data points.
• Create high-performance historical simulation/back testing engine.
• Develop bespoke technology solutions for specific asset classes.

Skills

Python

NumPy

Pandas

SQL

AI frameworks

Object-oriented programming

Cloud computing

Microservices

Distributed compute

Job description

About AQR Capital Management

AQR is a global investment firm built at the intersection of financial theory and practical application. We strive to deliver concrete, long‑term results by looking past market noise to identify and isolate the factors that matter most, and by developing ideas that stand up to rigorous testing. By putting theory into practice, we have become a leader in alternative strategies and an innovator in traditional portfolio management 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

AQR's Research Engineering team is seeking a strong technical engineer. You will be joining AQR's Quantitative Research Development (QRD) team. QRD is the front‑office engineering group at AQR, consisting of quantitative engineers who design and build the platforms and systems that power our research and portfolio management workflows. The team works at the intersection of technology and finance, ensuring that the insights generated by our researchers can be translated into scalable, systematic investment strategies.

Within QRD, this role will be primarily focused on supporting the Specialized Investments Group (SIG). SIG is dedicated to specialized investment strategies, with a particular emphasis on tax‑aware products. The SIG research team plays a central role in designing and implementing innovative solutions that address the growing demand for tax‑efficient investment approaches. Beyond tax‑aware products, SIG also develops and manages related strategies that contribute to a significant growth area for the firm. Your work will help enable and scale SIG's investment efforts through engineering support, data infrastructure, and platform enhancements.

Your Role

As a software engineer at AQR, you will build or extend our:

• Data and services platforms, optimization, and orchestration and validation engines
• SIG Tools, data and API infrastructure incorporating millions of data points
• Intuitive research APIs leveraging cloud computing and cutting‑edge visualizations
• High‑performance historical simulation/back testing engine for vetting new product launches
• Bespoke technology solutions that satisfy the needs of specific asset classes and research needs
• Machine Learning and AI‑Driven application development.

This role will require you to be in the office 3 days per week.

What You'll Bring

• 3+ years of experience as a programmer with expertise in Python, NumPy and Pandas or similar quantitative stack.
• Experience with SQL (SQL Server & Postgres preferred) is required.
• An understanding of AI and agentic frameworks, especially as it relates to engineering productivity and capability.
• Ability to design elegant solutions and the ability to translate design into high quality code.
• 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.
• Strong attention to detail, passion for careful testing
• Excellent communication skills and ability to work with global team members
• Ability to work with your business colleagues and collaborate on solutions and coordinate work across the team.
• Understanding or experience in (quant) finance a large plus

Who You Are

• Mature, thoughtful, and collaborative
• Hard‑working and eager to learn
• Committed to intellectual integrity and transparency
• Motivated by the transformational effects of technology‑at‑scale

The salary range for this role is expected to be $155,000 to $185,000. 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 comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees.

Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, commission, benefits, or any other form of compensation and benefits that are allocable to a particular employee remains in the Company's sole discretion unless and until paid and may be modified at the Company's sole discretion, consistent with the law.

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