Quantitative Research Associate (AQR Capital Management, LLC, Greenwich, CT)
Core
Junior researcher developing proprietary quantitative investment strategies, performing statistical/economic research, and supporting portfolio optimization and risk management for systematic strategies.
Role type
junior IC quantitative research associate
Builds
proprietary quantitative investment strategies and research infrastructure
Domain
quantitative asset management / systematic trading
Deliverable
production ML models | product features
Required skills
advanced statistical modeling (Bayesian inference), machine learning algorithms, time-series and cross-sectional methods, rigorous backtesting, robust model-validation, feature extraction from textual data, dataset construction, portfolio construction workflows
Preferred skills
null
Technologies
null
Responsibilities
Develop proprietary quantitative investment strategies; Perform statistical and economic research on financial data; Add features to proprietary research system; Design and develop research infrastructure; Develop and maintain analytical tooling; Monitor strategy behavior and exposures; Communicate model assumptions and risk to portfolio managers
Seniority
Junior, hands-on IC