Quantitative Research Associate LLC, Greenwich, CT

Junior Researcher

AQR Capital Management is looking for an exceptionally talented professional to join our team. You will have the opportunity to participate in a variety of integral business functions including research, data analysis, portfolio optimization, and risk management. This role will provide the opportunity to gain hands-on experience in quantitative research as well as the opportunity to become familiar with quantitative asset management and the investment philosophy which drives AQR.

You will work in collaboration with senior researchers and portfolio managers in developing and maintaining trading strategies for the firm.

• Engage in the development of proprietary quantitative investment strategies.
• Perform statistical and economic research on financial data related to systematic strategies.
• Participate in a variety of integral business functions, including research, data analysis, portfolio optimization, and risk management.
• Work closely with portfolio managers to assist in the implementation of investment strategies.
• Add features to proprietary research system to implement new research ideas.
• Participate in the design and development of research infrastructure for the purpose of conducting economic and statistical research.
• Develop and maintain analytical tooling and infrastructure.
• Telecommuting permitted two days per week.

Requires Bachelor's degree in Economics, Computational Finance, or a related quantitative field of study plus three (3) years of experience with developing systematic investment strategies focused on futures, currencies and/or swaps; applying advanced statistical modeling techniques, including Bayesian inference, to develop and evaluate quantitative investment strategies; utilizing machine learning algorithms to identify return-forecasting signals, enhance model accuracy, and support systematic strategy design;

extracting features from textual data, automating research tasks, and supporting dataset construction; conducting systematic signals research employing time-series and cross-sectional methods, rigorous backtesting, and robust model-validation techniques; translate research models into implementable portfolio-construction and trading workflows; monitoring strategy behavior, exposures, and alignment with research expectations; and, communicating model assumptions, performance patterns, and risk considerations to portfolio managers.

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

The salary range is $ - $/year. 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.