Vice President, Research

$125,000 - $135,000/Yr

Aqr Capital Management - Greenwich, CT

Full-time - Senior

Remote - Greenwich, CT

251-500 employees

Securities, Commodity Contracts, and Other Financial Investments and Related Activities

About the position

The Vice President of Research at AQR Capital Management is responsible for engaging in quantitative analysis and research to enhance investment strategies. This role involves collaboration with various teams to develop and improve investment strategies, perform statistical research, and analyze large datasets to derive predictive signals for stock performance. The position requires a strong background in finance and quantitative methods, with a focus on utilizing programming skills to design trading signals and conduct performance analyses.

Responsibilities

• Engage in research and quantitative analysis to improve investment strategies.
• Collaborate with researchers, portfolio managers, risk managers, and traders.
• Perform statistical and economic research using financial and alternative data.
• Run statistical analysis on large datasets and develop prediction models for stocks.
• Conduct research on trading cost models, risk models, optimization, and portfolio construction.
• Add features to the research system to implement new ideas.
• Conduct portfolio monitoring and performance attribution analyses.
• Maintain processes for cleaning and loading financial research data.
• Perform quantitative analysis of market data and derive effective trading signals.
• Analyze data and resolve stock selection issues using statistical and machine learning models.
• Utilize Python and libraries such as Numpy, Pandas, and Sklearn to communicate finance and economics concepts.

Requirements

• Bachelor's degree in Finance, Financial Engineering, Operations Research, Information Engineering, or a related quantitative field.
• Four years of experience in quantitative analysis of market data and deriving effective trading signals.
• Experience with complex statistical and machine learning models.
• Proficiency in Python and libraries such as Numpy, Pandas, and Sklearn.
• Ability to communicate finance and economics concepts using quantitative methods.
• Experience in designing programs to generate trading signals.

Benefits

• 100% paid Medical, Dental and Vision coverage.
• Monthly cell phone reimbursement.
• Daily lunch allowance for those in the office.
• Free breakfast, snacks, and drinks in kitchens.
• Commuter benefits.
• Employee referral program.