AQR
Global Stock Selection Research - Analyst/Associate
Greenwich, CT
Sponsorship not specified$165k-$200kDetected 22 hours ago
PythonExpressAlgorithmsMachine LearningTensorFlowPyTorchscikit-learnData AnalysisNLPLLMsStatisticsResearchCollaboration
About the role
- The Global Stock Selection (GSS) group is responsible for the portfolio management and research of AQR's strategies relating to individual equities and equity related securities across all global liquid markets.
- GSS models are applied to market-neutral long/short portfolios in AQR hedge funds as well as to long-only, relaxed-constraint and low volatility portfolios for institutional equity mandates and mutual funds.
- AQR Capital Management is seeking a talented Researcher to join our team of professionals and focus on our proprietary strategies related to global stock selection.
Responsibilities
- Perform statistical and economic research using traditional financial and alternative data to develop new alpha signals.
- Successful researchers manage, in collaboration with supervising portfolio manager, all aspects of the research process including data ingestion and processing, data analysis, methodology selection, implementation and testing, prototyping, and performance evaluation.
- Add features to proprietary research system to implement new research ideas
- Construct economically nuanced features from raw data and adjust or develop new frameworks to evaluate their effectiveness.
Requirements
- Proficient programming in Python required
- Experience with translating mathematical models and algorithms into code
- Ability to manipulate large financial data sets for empirical research and handle complex
- Demonstrated ability to express and articulate ideas and thought processes in both verbal and written form
Nice to have
- B.S. degree from a top institution in computer science, engineering, mathematics, statistics, operations research, physics or another quantitative discipline.
- Experience in quantitative research at a top asset manager or hedge fund preferred
- Experience with natural language processing technology, including LLMs and prompt engineering is a plus
Skills
- Strong quantitative skills with demonstrated understanding of mathematics, probability, statistics and linear algebra
Compensation
- The salary range for this role is expected to be $165,000 to $200,000.
Benefits
- Engage in building, training and fine-tuning machine learning architectures for cross-sectional or time-series Learn how to use the appropriate model for the problem at hand.
- Academic or practitioner experience in machine learning methodologies preferred
- Experience with machine learning software libraries such as scikit-learn, TensorFlow or PyTorch
Company info
- 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.
- Researchers manage all aspects of the research process including data ingestion and processing, analysis, methodology selection, implementation, testing and performance evaluation.
- The role will involve collaboration with other researchers, portfolio managers, risk managers and traders to develop new and improve current investment strategies.
Equal opportunity
- AQR is an Equal Opportunity Employer.
This listing is sourced directly from AQR's careers page and normalized into a canonical job model.