About the role

Senior Implementation ResearcherAQR Capital Management is seeking an exceptionally talented Senior Implementation Researcher to join our team of professionals and focus on our proprietary equity strategies. Candidates should be motivated and enthusiastic about implementing new ideas and are expected to be hands-on and self-sufficient in conducting all aspects of research projects. The role will involve collaboration with other researchers, portfolio managers, risk managers and traders to improve various aspects of the implementation of our investment strategies. Your responsibilities may include, but are not limited to: Driving insights into and improving our machinery for translating stock characteristics into portfolios and allocating weights across signals in our alpha models Enhancing non-alpha inputs to our process, such as our risk and transaction cost models Improving our portfolio optimization process, including proposing and evaluating new objective functions and optimization frameworks Adding features to our proprietary research system to implement new research ideas What You'll BringB.S. degree from top institution in economics, finance, computer science, engineering, mathematics, or another quantitative discipline. PhD preferred; not required 8+ years' experience working in a similar quantitative or technical environment. Experience in quantitative implementation / portfolio construction research at an asset manager or hedge fund preferred Research management experience preferred, not required Demonstrated problem solving ability Demonstrated ability to write code for analysis; proficiency in one or more object-oriented programming languages (e.g. Python, R, Perl, MATLAB) Strong quantitative skills with demonstrated understanding of mathematics, probability, statistics and linear algebra Strong understanding of economic and financial concepts and demonstrated intuition around applying these concepts in a quantitative environment Demonstrated ability to express and articulate ideas and thought processes in both verbal and written form Ability to work independently as well as part of a team
Who You Are:
  • Mature and thoughtful, with the ability to operate within a collaborative, team-oriented culture
  • Committed to intellectual integrity, with a high degree of ethics
  • Hard working and eager to learn in a highly intellectual, innovative environment
Well- organized, detail- oriented, with strong communication skills; able to multi-task and keep track of various deadlinesAQR is an Equal Opportunity Employer. EEO/VET/DISABILITYThe salary range for this role is expected to be $270,000 to $290,000. 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.

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JOB OVERVIEW

Salary

$270,000 to $290,000

Experience level

Senior

Location

Old Greenwich, CT

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

17 days ago

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