The Team
The role is within the middle office engineering team - but due to the ubiquity of the data we support you will interact with teams from every corner of AQR including research, portfolio implementation, trading, and operations. Our teams are small, motivated, and highly productive. Collaborating side-by-side with researchers, portfolio analysts and traders, you will become intimately familiar with the investment philosophy which drives AQR.
Your Role
As a software engineer you will participate in building out a brand-new system that will load large amounts of market and reference data and analytics, organize and validate the data, and provide the data to teams across the firm via REST API and messaging. You will join one of the first teams in the firm to use big data technologies and cloud-based platforms to build an extensible and scalable solution to the data needs of one of the largest quantitative investment firms in the world. You will also have key input into designing the future state of the technology stack for this financial instrument data repository.
What You’ll Bring
4-8 Years of relevant work experience
Bachelors/Masters/PhD in Computer Science, Engineering, or related discipline
Outstanding coding, debugging, and analytical skills
Experience working in a distributed data environment and working with large streaming or batch processing
Knowledge of big data frameworks such as Spark and Hadoop
An interest in quantitative finance (no finance / trading experience required)
Familiarity with one of the large cloud providers is a plus but not required
Experience with Python / NumPy / pandas or similar quantitative stack is a plus
Input into the future state of the technology stack
Who You Are
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
#LI-DH1
Read Full Description