Global Stock Selection Research VP/ED – Technical Signals

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

• Perform statistical and economic research using alternative and traditional financial data to develop new alpha signals
• Build alpha-generating signals from scratch, including cleaning and processing large-scale raw data
• Build, train, and fine-tune machine learning architectures for cross-sectional or time-series prediction
• Conduct research on investment strategy implementation such as trading cost models, risk models, optimization, and portfolio construction
• Add features to proprietary research systems to implement new research ideas

Requirements

• B.S. degree in computer science, engineering, mathematics, statistics, operations research, physics, or a quantitative discipline
• 7+ years of experience in a data-driven research environment with an alpha focus
• Proficiency in Python
• Ability to manipulate large financial data sets for empirical research
• Strong quantitative skills in mathematics, probability, and data science

Preferred Qualifications

• Advanced degrees
• Experience in quantitative research at a top asset manager or hedge fund
• Experience with technical/market data based alpha sources at medium and long forecast horizons

Benefits

• Comprehensive package including paid time off
• Medical, dental, and vision insurance
• 401(k)