Embedded Engineer in Research

AQR Capital

The Team

Technology has long been essential ingredient to our success, and as an Embedded Engineer in Research you will be knee-deep in mission critical challenges that make our investment ideas a reality. Collaborating side by side with researchers and portfolio analysts, you will be responsible for designing and implementing proprietary systems and tools that drive the quantitative strategy research and systematic investing that powers AQR. 

Your Role

As an Embedded Engineer in Research you will build or extend our:

  • Proprietary portfolio construction and optimization solutions
  • Global asset risk estimation system incorporating millions of data points
  • Intuitive research APIs leveraging cloud computing and cutting-edge visualizations
  • High-performance historical simulation engine for vetting new trading strategies
  • Bespoke technology solutions that satisfy the needs of specific asset classes

What You’ll Bring

  • BS/MS/PhD in Computer Science or related discipline
  • Outstanding coding, debugging, and analytical skills
  • An aptitude for mathematics
  • Strength in pragmatic design and deploying applications using Linux/Docker/Python
  • An interest in quantitative finance (no finance / trading experience required)
  • Experience with Python / NumPy / pandas or similar quantitative stack is a plus
  • Demonstrated contributions to open-source software is also a plus

Who You Are

  • Mature, thoughtful, and a natural fit for a collaborative, team-oriented culture
  • Hard-working and eager to learn in a fast-paced, innovative environment
  • Committed to intellectual integrity, transparency, and openness
  • Motivated by the transformational effects of technology-at-scale

We believe that the next innovation to transform our business could come from anyone at AQR. Expect to be recognized not only for your diligence and hard work today, but for your vision for tomorrow. We are mathematicians, computer scientists, engineers and artists, passionate about advancing financial research and pushing the limits of today’s technology.

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

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