Quantitative Front Office Engineer
Greenwich, CT 
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Posted 10 days ago
Job Description

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.

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 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 Portfolio Implementation group.

The process of turning quantitative insights into actionable investment strategies is a critical component of AQR's success, and as a Portfolio Implementation Engineer you play a significant role in driving this process. AQR has a sophisticated low touch systematic rebalancing platform that helps us manage all strategies and order generation workflows at AQR. Your work will be crucial into enhancing our proprietary portfolio rebalancing platform, a key differentiator that drives the success of our systematic investment process. Our focus on optimal portfolio construction across our diverse strategies is incredibly important. QRD is a highly-selective, deeply technical team that collaborates with researchers and portfolio managers, while simultaneously exploring new technologies that advance the capabilities of our platform.

Your Role

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

  • Data and services platforms, optimization, and orchestration and validation engines
  • Portfolio Rebalancing and Order Generation Platform and Services
  • Backtesters and related historical simulation tools
  • Scalable, AWS-based storage and computing infrastructure

This role will require you to be in the office 2-3 days per week.

What You'll Bring

  • 7-10 years of software engineering experience
  • Must be adept in either Python (our primary language for the business) and/or Java (our primary enterprise application language)
  • Desire and ability to learn whichever language (Python or Java) you do not know
  • 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 and ability to work with global team members
  • Understanding or experience in (quant) finance a large plus

The salary range for this role is expected to be $145,000 to $165,000. 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.

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

 

Job Summary
Start Date
As soon as possible
Employment Term and Type
Regular, Full Time
Required Experience
7 to 10 years
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