Senior Software Engineer – Quantitative Research AQR Capital Management

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

Senior Software Engineer – Quantitative Research

AQR Capital Management

python scala go aws

The Role

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.

AQR takes a systematic, research-driven approach, applying quantitative tools to process fundamental information and manage risk. Our clients include institutional investors, such as pension funds, insurance companies, endowments, foundations and sovereign wealth funds, as well as financial advisors.

The Team

The Global Asset Allocation (GAA) Research and Portfolio Management team is responsible for the design, construction, optimization, and implementation of AQR’s global portfolios. We pride ourselves on creating an academic, collaborative, and intellectually inspiring atmosphere where we apply practical understanding to world markets. We believe in finding simple solutions to complex problems. We’re never short on groundbreaking ideas to explore and we realize that building a scalable and dynamic infrastructure is paramount to our success.

Your Role

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

• Fixed income derivatives analytics systems
• Data ingestion and validation engine
• Signal generation and portfolio construction framework
• Backtesters and related historical simulation tools
• Scalable, AWS-based storage and computing infrastructure

What You’ll Bring

• 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

The salary range for this role is expected to be $175,000 to $200,000. 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