Global Stock Selection Research - Analyst

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 bylookingpast market noise toidentifyand isolate the factors that matter most, and by developing ideas that stand up to rigorous testing. By putting theory into practice, we have becomea leaderin alternative strategies and an innovator in traditional portfolio management since 1998.

At AQR, our employees share a common spirit of academic excellence, intellectualhonestyand an unwavering commitment to seeking the truth.We'redeterminedto know what makes financial markets tick - andwe'llask every question and challenge every assumption. We recognize and respect the power ofcollaboration, andbelieve transparency and openness tonew ideasleads to innovation.

About The Team

The Global Stock Selection (GSS) groupis responsible forthe portfolio management and research of AQR's strategies relating to individual equities and equity related securities across all global liquid markets.GSS models are applied to market-neutral long/short portfolios in AQR hedge funds as well as to long-only, relaxed-constraint and low volatility portfolios for institutional equity mandates and mutual funds.

Your Role

AQR is seekingatalented researcherto join our team of professionals and focus on our proprietary strategies related to global stock selection. Candidates should be motivated and enthusiastic about implementingnew ideasand are expected to be hands-on and self-sufficient in conducting all aspects of research projects.Researchers manage all aspects of the research process including data ingestion and processing, analysis,methodologyselection, implementation,testingand performance evaluation.Thisrole will involve collaboration with other researchers,portfolio managers, riskmanagersand traders to develop new and improve current investment strategies. Your responsibilities may include, but are not limited to:

• Engage inalpharesearch and other quantitative analysis to improve current investment strategies in collaboration with existing research team

• Perform statisticaland economic research usingalternativeand traditional financialdata to develop newalphasignals.Successful researchers manage, in collaboration withsupervising portfolio manager,all aspects of the research process including data ingestion and processing, data analysis,methodologyselection, implementation and testing, prototyping, and performance evaluation.

• Build alpha-generating signals from scratch, including cleaning and processing large-scale raw data with effective programming tools, feature-engineering based on economic and mathematical intuitions, building,trainingand fine-tuning machine learning architecturesfor cross-sectional or time-series prediction, and systematically evaluating the effectiveness of the signals.Engage with most recent academic and practitioner literature in the field.

• Occasionally, 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

WhatYou'llBring

• B.S. degree fromatop institution in computer science, engineering, mathematics,statistics,operations research,physicsor another quantitative discipline.Advanced degrees preferred.

• 0-3years' experienceworkingin a data driven research environmentwith an alpha focus

• Experience in quantitative research ata topasset manager or hedge fund preferred

• Proficient programming inPythonrequired

• Experience with translating mathematical models and algorithms into code

• Abilityto manipulate large financial data sets for empirical researchand handle complex systems.Experience working with alternative data preferred.

• Experience withstatistical andmachine learning software libraries such asscikit-learn,TensorFlow orPyTorch

• Strong quantitative skills withdemonstratedunderstanding of mathematics, probability,statisticsand linear algebra

• Nuancedunderstanding of economic and financial concepts anddemonstratedintuition around applying these concepts in a quantitative environment

• Ability to work independently as well as part of a team
• Demonstrated ability to express and articulate ideas and thought processes in both verbal and written form

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

The salary range for this role is expected to be $150,000to $175,000. This is the range that wein good faith believeis accurate for this role at the time of this posting. We mayultimately paymoreor less than the posted range, depending upon factors such as skills, experience, location, or other business and organizational needs. This wage range may also bemodifiedin the future.

This job is also eligible for an annual discretionary bonus.

We offercomprehensivepackage of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees.

Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable.The amount and availability of any bonus, commission, benefits, or any other form of compensation and benefits that are allocable to a particular employeeremainsin the Company's sole discretion unless and until paid and may bemodifiedat the Company's sole discretion, consistent with the law.