Python Developer - QRD
Posted Updated
Description
The Team Technology has long been an essential ingredient to our success, and as an associate in the quantitative research development team, 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.
Responsibilities:
- As an associate in the quantitative research development team, you will build or extend our:
- Global asset signal, data, and risk estimation infrastructure incorporating millions of data points.
- Intuitive research APIs leveraging cloud computing and cutting-edge visualizations.
- High-performance historical simulation/back testing engine for vetting new alpha strategies.
- Bespoke technology solutions that satisfy the needs of specific asset classes and research needs
- Partner with not only a local but also a global team of research engineers for successful product delivery
Requirements:
- BS/MS/PhD in Computer Science, Computational Finance, Data Science, or related discipline.
- At least 5+ years of experience as a quantitative developer, preferably in the financial services industry.
- Outstanding communication, coding, debugging, and analytical skills.
- 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 a similar quantitative stack is a plus.
- Demonstrated contributions to open-source software are also a plus.
- An aptitude for mathematics, finance, and econometrics is desired.
- 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.