Junior Software Engineer-Quantitative Research

Posted:
9/30/2024, 5:56:57 AM

Location(s):
Greenwich, Connecticut, United States ⋅ Connecticut, United States

Experience Level(s):
Junior ⋅ Mid Level

Field(s):
AI & Machine Learning ⋅ Software Engineering

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 Stock Selection (GSS) Quantitative Research Development (QRD) group enables and supports Global Stock Selection Research at AQR. GSS QRD maintains a sophisticated infrastructure and tooling environment in support of the business, as well as a complex production process including orchestrating numerous workflows with large amounts of data. QRD is responsible for signal generation and model construction as well as many other aspects of portfolio construction that go into the running of our strategies. The QRD team works closely with researchers to create new systematic investment strategies and refine existing ones, applying technology expertise along with a practical understanding of markets to implement research ideas and develop systems that further enable the business. 

Your Role

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

  • Scalable, AWS-based storage and computing infrastructure
  • Generalized research platform
  • Data ingestion and validation engine
  • Model computation and signal generation pipeline
  • Machine learning / Natural Language Processing pipeline

What You’ll Bring

  • A Bachelors or Masters degree in Computer Science or related field
  • 1-3 years of full-time experience in a software development position
  • Ability and desire to develop in Python (our primary language for the business)
  • Ability and desire to develop in Java.
  • 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
  • Understanding or experience in finance a plus

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

The salary range for this role is expected to be $115,000-$130,000.  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.