Senior Software Engineer – Quantitative Research
finance:systematicquant-researchIC5Engineering
Compensation
Not disclosed
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
Software development lifecycle tools
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 an