Software Engineer - Portfolio Implementation Analytics

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.

The Team:

You will be a member of the Software Engineering department supporting the Portfolio Managers and Portfolio Implementation teams.

Your Role:

We are seeking a strong and versatile developer to join our hard-working 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 services-oriented architectures written in Python and 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 ad-hoc analysis, and plan future enhancements to our systems. 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.

Half of our team is in India and our US team operates partially remotely, so you will need to be self-motivated, independent, and able to work productively with remote colleagues. This is an exciting position in which hard work and results are recognized and rapid advancement is possible, but we also genuinely have a strong culture of collaboration, education, mutual support, and collegiality.

What You'll Bring:

• 2-5 years relevant industry work experience and academic background in Computer Science, Mathematics, or related disciplines
• Strong coding and debugging skills along with proven analytical skills
• Excellent communication skills
• Interest in discovering and refining requirements and working directly with users
• Ability and desire to develop in Python and Java
• Hands on experience with NumPy / 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 SQL Server 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 and interest in developing service-based architectures (REST like)
• Familiarity with modern collaborative software lifecycle tools, e.g. Git, Jira, and Jenkins

Who You Are:

• Thoughtful, curious, and a natural fit for a collaborative, team-oriented culture
• Hard-working and eager to learn in a fast-paced, innovative environment
• Comfortable with an agile and iterative approach to development with frequent releases
• Committed to intellectual integrity, transparency, and openness

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

The salary range for this role is expected to be [$120,000-$140,000]. 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.

We offer comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees.

Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. 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.