Research and Portfolio Management Engineering - Vice President
AQR Capital Management
- Location
- Greenwich, CT
- Work model
- On-Site
- Level
- Staff
- Salary
- $160k – $190k/yr
- H-1B history
- 4 approvals (FY2023)
- Posted
- 2h ago
Skills
About this role
About AQR Capital Management
AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by looking past market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Our focus on practical insights and analysis has made us leaders in alternative and traditional strategies 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 we believe transparency and openness to new ideas leads to innovation.
The Team
AQR’s Research Engineering team is seeking a strong technical engineer to strengthen our business initiatives in QRD, focused on our Global Stock Selection group.
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.
Who You Are
• A strong technical individual contributor who takes ownership of implementations and outcomes
• Comfortable driving large, ambiguous initiatives from concept through delivery
• Effective at mentoring and developing engineers, setting clear expectations and providing constructive feedback
• Collaborative, thoughtful, and effective working across disciplines and geographies
• Committed to intellectual integrity, transparency, and openness
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
• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related technical field.
• 7+ years of professional software engineering experience designing and delivering production software systems.
• Experience building and deploying cloud-native applications, preferably using AWS services and modern cloud infrastructure.
• Experience developing and optimizing large-scale data processing pipelines and working with big data technologies.
• Experience designing, building, and operating production-scale AI/ML applications, with a strong focus on system stability, reliability, and scalability.
• Strong understanding of software architecture, scalability, performance optimization, observability, and operational excellence for production systems.
• Experience supporting quantitative research, alpha generation platforms, signal generation, portfolio construction, or trade generation systems is a