Portfolio Implementation Engineer Portfolio Implementation Engineer …

AQR Capital Management, LLC
in Greenwich, CT, United States
Permanent, Full time
Last application, 26 Sep 19
AQR Capital Management, LLC
in Greenwich, CT, United States
Permanent, Full time
Last application, 26 Sep 19
Portfolio Implementation Engineer
The Team

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. Your work will also be crucial into enhancing our proprietary portfolio rebalancing platform - a key differentiator that drives the success of our systematic investment process. This is a highly-selective, deeply technical team that collaborates with researchers and portfolio managers, while simultaneously exploring new technologies that advance the capabilities of our platform.

Your Role

As an Portfolio Implementation Engineer you will build or extend our:
  • Proprietary portfolio construction and implementation processes
  • Highly flexible and scalable rebalancing platform supporting all asset classes
  • Portfolio Implementation APIs leveraging cloud computing and microservices
  • High-performance optimization engine and supporting algorithms and tools
  • Bespoke technology solutions that satisfy the needs of specific strategies

What You'll Bring
  • BS/MS/PhD in Computer Science or related discipline
  • Outstanding coding in skills in Scala or Java
  • Some experience with Python
  • Broad understanding of mathematics and/or statistics
  • An interest in quantitative finance (no finance / trading experience required)
  • Knowledge of Spring and AWS is also a plus

Who You Are
  • Mature, thoughtful, and a natural fit for a collaborative, team-oriented culture
  • Hard-working and eager to learn in a fast-paced, innovative environment
  • Committed to intellectual integrity, transparency, and openness
  • Motivated by the transformational effects of technology-at-scale

We believe that the next innovation to transform our business could come from anyone at AQR. Expect to be recognized not only for your diligence and hard work today, but for your vision for tomorrow. We are mathematicians, computer scientists, engineers and artists, passionate about advancing financial research and pushing the limits of today's technology.

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