[Job] research developer job opening at AQR Capital
We are looking for a scientific Python developer to work on the design and implementation of AQR’s proprietary research and production systems. In this role you will work closely with researchers and portfolio managers to identify problems and create solutions addressing speed, scale, and usability. Most of our work goes into building back-testing infrastructure and other tools for quantitative portfolio analysis. As part of this you will become intimately familiar with financial concepts and AQR’s investment philosophy. Requirements ------------ * Degree in computer science, mathematics, or other technical discipline * Experience level: recent graduates up to 5 years * Experience using NumPy and/or SciPy libraries * Effective problem solving and quantitative skills * Well organized, detail oriented and able to focus in a dynamic environment * Ability to discuss and explain involved concepts in both verbal and written form * Able to work independently, as well as part of a team About AQR Capital Management ---------------------------- The founders of AQR were still Ph.D. candidates when they initially developed the complex financial models that are now at AQR’s core. Today, AQR Capital Management is a $24 billion asset management firm employing a disciplined multi-asset, global research process (AQR stands for Applied Quantitative Research). AQR's investment products are provided through a limited set of collective investment vehicles and separate accounts that deploy all or a subset of AQR's investment strategies. These investment products span from aggressive high volatility market-neutral hedge funds, to low volatility benchmark-driven traditional products. AQR is located in Greenwich, CT, a short commute from New York City. * If you are interested in applying for this position please submit your resume to matt.gombos@aqr.com and put "GAARD Candidate" in the subject line. * We are an affirmative action / equal opportunity employer.
Wes, Sorry to contact you directly. I answered to this ad on 05/24, sending a cover letter and a link to my resume to Matt. However, I didn't get any news since. Do you mind telling me how to check the status of my application ? If it is rejected, so it goes, but I'd still like to know. In other news, I have plenty of free time in front of me and need a project of some sort to stay busy. That'd be a good opportunity to work on a standard way to deal w/ time series in Numpy/Scipy, eg providing bridges between scikits.timeseries and pandas... Let me know what you think. Sincerely, P.
Oops, somebody should double check who's in copy before sending his emails... Sorry about the noise all. However, feel free to contact me offlist w/ your ideas regarding handling time series in numpy. All my apologies again. P.
participants (2)
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Pierre GM
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Wes McKinney