Managed Futures & Commodities Research Analyst

The Team

The Managed Futures & Commodities team is responsible for the portfolio management and research of AQR’s directional strategies across macro asset classes (equity index, fixed income, currencies, and commodities) as well as AQR’s relative-value commodities strategies. The team’s mandate includes dedicated directional products such as managed futures but also components of AQR’s multi-strategy hedge funds.

Your Role

AQR is looking for an exceptionally talented professional to join our team as a Research Analyst. You will have the opportunity to participate in a variety of integral business functions including signal research, data analysis, portfolio optimization, and risk management. This role will provide the opportunity to gain hands-on experience in quantitative research as well as the opportunity to become familiar with quantitative asset management and the investment philosophy which drives AQR. You will work in collaboration with researchers and portfolio managers in developing and maintaining trading strategies for the firm.

Responsibilities

• Engage in the development of AQR’s proprietary quantitative investment strategies
• Perform statistical and economic research on financial data related to systematic strategies
• Work closely with portfolio managers to assist in the implementation of investment strategies
• Add features to proprietary research system to implement new research ideas
• Participate in the design and development of research infrastructure for the purpose of conducting economic and statistical research

Qualifications

• B.S. in a quantitative field (e.g. Finance, Economics, Computer Science, Math, Engineering etc.)
• 2-3 years’ work experience at a quantitative finance firm, with exposure to commodities, futures / managed futures (CTA), rates / fixed income, equities, or FX
• Programming skills with demonstrated experience; Python preferred but not required
• Strong problem solving and quantitative skills
• High degree of intellectual curiosity
• Ability to communicate effectively in both verbal and written form
• Strong GPA and SAT scores

Who You Are

• Mature and thoughtful, with the ability to operate within a collaborative, team-oriented culture
• Committed to intellectual integrity, with a high degree of ethics
• Hard-working and eager to learn in a highly intellectual, innovative environment
• Well-organized, detail-oriented, with strong communication skills; able to multi-task and keep track of various deadlines

Pay

The salary range for this role is expected to be $225,000 to $245,000.

Benefits

This job is also eligible for an annual discretionary bonus. We offer comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees.