Vice President (AQR Capital Management, LLC, Greenwich, CT)

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.

Your Role:

• Develop portfolio implementation systems that leverage research output to perform optimization with constraints and generate orders.
• Implement microservices that leverage cloud computing and enable them to run at scale.
• Build high-performance historical simulation and back-testing engines to test portfolio constraints.
• Design bespoke technology solutions that satisfy the needs of specific asset classes and research requirements.
• Partner with a global team of research engineers for successful product delivery.
• Develop and design highly performant cloud-based distributed micro-services.
• Work with object-oriented programming languages including Java and Python; building quantitative finance applications with a deep understanding of nuances of Equity and Macro asset classes; mathematical optimization techniques and concepts, as well as Objective Function and constraint setups; designing elegant solutions and translating design into high-quality code; and, building quantitative finance applications with a deep understanding of nuances of Equity and Macro asset classes.
• Telecommuting permitted two days per week.

What You'll Bring:

Requires a Master's degree in Computer Science, Computational Finance, Data Science, Operations Research, or a related field of study, plus one (1) year of experience with object-oriented programming languages including Java and Python; building quantitative finance applications with a deep understanding of nuances of Equity and Macro asset classes; mathematical optimization techniques and concepts, as well as Objective Function and constraint setups; designing elegant solutions and translating design into high-quality code; and, building quantitative finance applications with a deep understanding of nuances of Equity and Macro asset classes.

The salary for this role is $175,000.00 - $195,000.00/year.

AQR offers generous benefits: 100% paid Medical, Dental and Vision coverage. Some of the perks at AQR include a monthly cell phone reimbursement; a daily lunch allowance for those in the office; free breakfast, snacks and drinks in our kitchens; commuter benefits; and employee referral program.

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