Portfolio Analytics Engineer

About AQR Capital Management
AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by looking past market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Our focus on practical insights and analysis has made us leaders in alternative and traditional strategies 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 we believe transparency and openness to new ideas leads to innovation.
You will be a member of the Software Engineering department supporting the Portfolio Managers and Portfolio Implementation teams.
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 in enhancing our proprietary portfolio implementation platform, a key differentiator that drives the success of our systematic investment process. Our focus is on optimal portfolio construction and monitoring processes across our diverse strategies and overall investment platform. We are a deeply technical team that collaborates with researchers and portfolio managers, while simultaneously exploring new technologies that advance the capabilities of our platform.
We are seeking a strong and versatile developer to join our hardworking portfolio analytics engineering team.
You will need to be able to work effectively on new development in multiple programming languages and tech stacks with modern servicesoriented architectures written in Java running in containers on AWS, as well as support legacy systems. You will work closely with our portfolio managers in the business to answer questions, explain results, perform adhoc analysis, and plan future enhancements to our systems. We are also working closely with portfolio managers on onboarding new processes developed in Python. Much of this work will be under time pressure, so you will need to be able to make pragmatic decisions about prioritization of urgent versus future work and quick versus permanent solutions. Our business partners speak the language of portfolio management, so you will need to have a genuine interest in understanding financial instruments and portfolio construction/optimization.
68+ years relevant industry work experience and academic background in Computer Science or a related field
~ Strong coding, debugging, and profiling skills along with proven analytical skills
~ Deep knowledge of and ability and desire to develop in Java and SpringBoot
~ Handson experience with Python, NumPy, and Pandas or similar quantitative stack is a plus
~ Solid working knowledge of SQL
~ Relational database skills needed for data analysis as well as development [we use Postgres and SQLServer and similar RDBMS is fine]
~ An aptitude for and a familiarity with financial mathematics and the practical application in the calculation of financial measures is nice to have
~ Familiarity with modern collaborative software lifecycle tools, e.g. Comfortable with an agile and iterative approach to development with frequent releases
EEO/VET/DISABILITY
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.
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.
#