Senior Quant Research Software Engineer

Grephire; Greenwich (CT); On-site; USD 175,000 - 200,000; Full time

Benefits offered by this job

Annual discretionary bonus

Job summary

AQR Capital Management is seeking a Senior Software Engineer – Quantitative Research to join our Global Asset Allocation research and portfolio management team. You will build and extend analytics systems, data pipelines, and backtesting tools in a research-driven environment with a strong emphasis on software quality.

The role requires 7+ years of software engineering experience, a background in quantitative finance, and proficiency in Python.

Qualifications

• 7+ years of software engineering experience.
• Professional or academic background in quantitative finance.
• Ability to develop in Python (our primary language for research-owned systems).
• Deep understanding of financial systems and research infrastructure.
• Mastery of design patterns and object-oriented programming techniques.
• Strong attention to detail, passion for careful testing.
• Excellent communication skills.

Responsibilities

• Build or extend fixed income derivatives analytics systems.
• Develop data ingestion and validation engine.
• Create signal generation and portfolio construction framework.
• Develop backtesters and historical simulation tools.
• Maintain scalable, AWS-based storage and computing infrastructure.

Skills

Software engineering

Quantitative finance

Python

Object-oriented design

Testing

Communication skills

Tools

AWS

Job description

AQR Capital Management is seeking a Senior Software Engineer – Quantitative Research to join our Global Asset Allocation research and portfolio management team. You will build and extend analytics systems, data pipelines, and backtesting tools in a research-driven environment with a strong emphasis on software quality.

The role requires 7+ years of software engineering experience, a background in quantitative finance, and proficiency in Python.