AQR Capital Management

Position Title/Short Description

Full Text of JOE Listing:

Seeking Research Associates

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 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.

At AQR, our employees share a common spirit of academic excellence, intellectual honesty and an unwavering commitment to seeking the truth. We recognize and respect the power of collaboration, and believe transparency and openness to new ideas leads to innovation.

Your Role:

AQR is seeking Research Associates to join our team of professionals and focus on our proprietary strategies related to global stock selection, asset allocation, risk management and trading. Candidates should be motivated and enthusiastic about implementing new ideas and are expected to be hands-on and self-sufficient in conducting research. The role will involve collaboration with researchers, portfolio managers, risk managers and traders to develop new and improve current investment strategies. Your responsibilities may include, but are not limited to:

• Statistical and economic research to develop new, and improve current investment strategies in collaboration with existing research teams
• Conduct research on various aspects of the implementation of investment strategies such as trading cost models, risk models, optimization, and portfolio construction
• Add features to proprietary research system to implement new research ideas

What You’ll Bring:

• Ph.D. candidate from top program with degree in quantitative discipline; Finance, Economics, Operations Research, Applied Math, Statistics preferred
• Demonstrated interest in the financial industry
• Experience conducting empirical research and analyzing with large data sets
• Strong background in econometrics or statistics; knowledge of optimization preferred
• Experience programming in MATLAB or similar; Python experience a plus
• Strong analytical and problem solving skills
• Strong presentation skills and ability to explain involved concepts -both verbal and written

Who You Are:

• Mature and thoughtful, with the ability to thrive within a collaborative, team-oriented culture
• Committed to intellectual integrity, high degree of ethics
• Hard-working and eager to learn in an intellectual, innovative environment
• Well-organized, detail-oriented; able to multi-task and keep track of various deadlines

How to Apply:

• Please visit our AQR Careers website at https://www.aqr.com/About-Us/Careers
o For Students
o 2019 PhD Research Associate (Full Time)

Talent Acquisition Contacts:
Mary Dankenbring
VP, Talent Strategies
Mary.Dankenbring@aqr.com

Lissa Rosenthal
VP, Talent Strategies
Lissa.Rosenthal@aqr.com