Global Stock Selection Research Analyst/Associate

About the Company

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.

Responsibilities

• Engage in alpha research and quantitative analysis to improve investment strategies
• Perform statistical and economic research using traditional and alternative data to develop new alpha signals
• Build, train, and fine-tune machine learning architectures for cross-sectional or time-series analysis
• Construct economically nuanced features from raw data and evaluate their effectiveness
• Conduct research on implementation aspects such as trading cost models, risk models, and portfolio construction
• Add features to proprietary research systems to implement new ideas

Requirements

• B.S. degree in computer science, engineering, mathematics, statistics, physics, or a quantitative discipline
• 2-5 years of experience in a data-driven research environment with an alpha focus
• Proficiency in Python
• Experience translating mathematical models and algorithms into code
• Ability to manipulate large financial datasets for empirical research
• Experience with machine learning libraries such as scikit-learn, TensorFlow, or PyTorch
• Strong quantitative skills in mathematics, probability, statistics, and linear algebra

Preferred Qualifications

• Academic or practitioner experience in machine learning methodologies
• Quantitative research experience at a top asset manager or hedge fund
• Experience with natural language processing, LLMs, and prompt engineering