Quantitative Trading Research Professional Quantitative Trading Research Professional …

AQR Capital Management, LLC
in Greenwich, CT, United States
Permanent, Full time
Last application, 01 Oct 19
Competitive
AQR Capital Management, LLC
in Greenwich, CT, United States
Permanent, Full time
Last application, 01 Oct 19
Competitive
Quantitative Trading Research Professional
About AQR Capital Management

AQR is a global investment firm built at the intersection of financial theory and practical application. We strive to deliver concrete, long-term results by looking past market noise to identify and isolate the factors that matter most, and by developing ideas that stand up to rigorous testing. By putting theory into practice, we have become a leader in alternative strategies and an innovator in traditional portfolio management 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 believe transparency and openness to new ideas leads to innovation.

About The Team

The Trading Analytics team is responsible for building pre-trade and post-trade analytics and performing Transaction Cost Analysis using both in-house and external party systems. The Trading Analytics team is part of our Global Trading team, and work closely with other functions in Global Trading, Research and Portfolio Implementation teams

Your Role

Responsibilities will include:

• Use quantitative analysis to design and build trading analytics and tools
• Perform Transaction Cost Analysis (TCA)
• Provide execution analysis, calibrate broker algos, and evaluate vendor trading products

• Conduct market microstructure research in equities, futures, and FX
• Work closely with traders to ensure best execution

The ideal candidate will be able to conduct statistical analysis using large data sets, build pre-trade, intra-day and post-trade analytics to improve AQR's global trading process and demonstrate working knowledge of cross asset class market microstructure.

What You'll Bring

• An undergraduate degree required in Computer Science, Finance, Economics, Mathematics or related field, and Masters or PhD degrees preferred
• At least 3+ years of relevant post-undergraduate experience at an investment management or asset management firm, an investment bank or consulting firm.
• Experience in electronic trading and quantitative research of multiple asset classes, including equities, futures, fixed income, FX or OTC products
• Technical experience required including but not limited to database structures and programming experience, including SQL, Python, R, and/or C++
• Well-organized, detail oriented and strong verbal and written communication skills
• Ability to work independently as well as part of a team under pressure in a fast-paced and dynamic environment

Who You Are

• Well-organized, detail-oriented; able to multi-task and keep track of various deadlines in a fast-paced, high demand environment
• Mature and thoughtful, with the ability to operate in a collaborative, team-oriented culture
• Highest level of integrity, empathy and character
• Creative, resourceful, and driven
• Hard-working and eager to learn in a highly intellectual, innovative environment

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

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