Senior Implementation Researcher - Quant Equity Strategies

AQR Capital Management; Greenwich (CT); On-site; USD 270,000 - 290,000; Full time

Benefits offered by this job

Annual discretionary bonus

Health/dental/vision insurance

401(k) plan

Job summary

AQR Capital Management is seeking a Senior Implementation Researcher to join the Global Stock Selection group in Connecticut. You will work hands-on with researchers, PMs, risk managers and traders to translate stock characteristics into portfolio weights and improve alpha model implementation.

Requirements include a BS with quantitative focus, 8+ years in a technical setting, and proficiency in Python or R, plus MATLAB/Perl.

Qualifications

• 8+ years in a quantitative or technical environment
• Experience in quantitative implementation and portfolio construction research
• Proven problem solving ability and written communication
• Ability to write code for analysis in OO languages (Python/R/Perl/MATLAB)

Responsibilities

• Drive insights to translate stock characteristics into portfolios
• Improve risk, costs, and inputs for alpha models and optimization
• Enhance the research system to implement new ideas
• Collaborate with researchers, PMs, risk managers and traders

Skills

Python

R

Perl

MATLAB

C++

Education

Bachelor's degree in Economics/Finance/CS/Engineering/Math

PhD preferred; not required

Job description

AQR Capital Management is seeking a Senior Implementation Researcher to join the Global Stock Selection group in Connecticut. You will work hands-on with researchers, PMs, risk managers and traders to translate stock characteristics into portfolio weights and improve alpha model implementation.

Requirements include a BS with quantitative focus, 8+ years in a technical setting, and proficiency in Python or R, plus MATLAB/Perl.