Quantitative Front Office Software Engineer
3 weeks ago
AQR is a global investment firm that combines financial theory with practical application to deliver long-term results. We strive to identify the factors that matter most and develop ideas that stand up to rigorous testing.
Our Mission
We aim to know what makes financial markets tick and challenge every assumption. We recognize the power of collaboration and believe transparency and openness to new ideas lead to innovation.
The Team
AQR's Research Engineering team is seeking a strong technical engineer to strengthen our business initiatives in QRD, focused on our Specialized Investments Group. The process of turning quantitative insights into actionable investment strategies is critical to our success, and as a Portfolio Implementation Engineer, you play a significant role in driving this process.
Your Role
As a software engineer at AQR, you will build or extend our data and services platforms, optimization, and orchestration and validation engines. You will also work on SIG Tools, data and API infrastructure, intuitive research APIs, high-performance historical simulation/back testing engine, and bespoke technology solutions that satisfy the needs of specific asset classes and research needs.
What You'll Bring
3+ years of experience as a programmer with expertise in Python, NumPy, and Pandas or similar quantitative stack. Experience with SQL (SQL Server & Postgres preferred) is required. You should be able to design elegant solutions and translate design into high-quality code. Strong understanding of best practices for large-scale application design, SOA, microservices, distributed compute, containers, and use of the cloud is also necessary. Strong attention to detail, passion for careful testing, excellent communication skills, and ability to work with global team members are also required.
Who You Are
Mature, thoughtful, and collaborative. Hard-working and eager to learn. Committed to intellectual integrity and transparency. Motivated by the transformational effects of technology-at-scale.
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