Research & Portfolio Management Engineering

About the role

AQR is a global quantitative investment management firm that applies research-driven strategies across asset classes. The Research and Portfolio Management Engineering group sits at the intersection of investment research and software engineering. This role focuses on building and maintaining the systems that support portfolio construction, risk analysis, and trading decisions. The engineer works closely with researchers and portfolio managers to translate quantitative models into production-grade applications. The position is based in Greenwich, Connecticut, and requires on-site presence during regular business hours. The team values rigorous engineering practices and deep engagement with the investment process. Engineers in this group have direct influence on how investment decisions are made and executed across the firm.

Key facts

What you'll do

Design and implement software systems that power quantitative portfolio construction workflows. Build data pipelines that ingest market data, fundamental indicators, and alternative data sources for research consumption. Develop risk analytics tools that help portfolio managers evaluate exposure across positions and strategies. Maintain and improve the execution infrastructure used to implement trading decisions in real time. Collaborate with research teams to prototype new quantitative models and assess their production readiness. Write unit tests and integration tests to ensure the reliability of portfolio management systems. Monitor system performance and diagnose issues in production environments. Document system architecture and create internal guides for team members. Participate in code reviews and contribute to engineering standards across the group. Optimize existing algorithms for speed and accuracy to meet latency requirements of live trading. Refactor legacy codebases to improve maintainability and reduce technical debt over time. Support the deployment and configuration of research computing environments used by analysts and engineers. Troubleshoot data quality issues and work with data engineering teams to resolve upstream feed problems.

Requirements

Bachelor's degree in computer science, engineering, mathematics, or a related technical field. At least three years of professional software engineering experience in a finance or technology setting. Proficiency in Python and experience with numerical computing libraries. Familiarity with SQL and relational database design for managing large datasets. Understanding of basic financial concepts such as portfolio theory, risk metrics, and asset pricing. Strong problem-solving skills and the ability to work independently on complex technical problems. Experience with version control systems and collaborative software development practices. Comfort working in a fast-paced environment with shifting priorities and tight deadlines. Ability to communicate technical concepts clearly to non-technical stakeholders on the investment team.

Nice to have

Experience with C++ or Rust for performance-critical components. Knowledge of machine learning frameworks and their application to financial data. Familiarity with cloud computing platforms such as AWS or GCP for scalable data processing. Prior experience working in a small, collaborative research-oriented engineering team. Background in academic research or published work in quantitative finance or computer science.

Skills & tools

Python programming language for data analysis and system development. SQL for querying and managing structured financial datasets. Git for source code management and team collaboration. Linux command-line environment for development and deployment workflows. REST APIs and microservice architecture patterns for distributed systems. Numerical and scientific computing libraries for statistical modeling and analysis.

Practical notes

This role is based in the Greenwich, Connecticut office and requires regular on-site attendance. The team operates on Eastern Time and follows standard business hours with occasional flexibility for project needs. AQR offers a collaborative culture where engineers work side by side with researchers and traders. The hiring process includes technical interviews focused on coding and problem-solving as well as discussions about financial domain knowledge. Candidates should expect a thorough review of past engineering projects and contributions. The position is full-time with benefits commensurate with experience and qualifications. The Greenwich office is located in the greater New York metropolitan area with convenient rail access. New team members typically receive onboarding support and mentorship from senior engineers during their first months.