Quant jobs / AQR Capital Management

2027 Quantitative Prediction Markets Research Summer Analyst

A summer role on AQR's Quantitative Research team, looking for trading strategies in prediction markets across financial, sports, political and other event contracts.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Acquire and clean data on event contracts
Build models for prediction market outcomes
Analyse backtests of the resulting strategies
Turn promising research into trading strategies

What they ask for

Required

Degree candidate (PhD, Masters or Bachelors) in a quantitative field
Strong AI knowledge
Programming, with Python preferred
Familiarity with prediction markets and contingent claim pricing
Data science skills

Preferred

Diverse knowledge and interests

Education: Degree candidate (PhD, Masters or Bachelors) graduating December 2027 or Spring 2028 from a top programme in finance, economics or a quantitative discipline.
Experience: Students; no professional experience stated.
Languages and tools: Python
Markets: prediction-markets, crypto

How to prepare

Pull historical prediction market data and test calibration of prices
Study how binary contracts are priced as contingent claims
Build a simple model for a sports or election market and backtest it
Learn probability calibration and scoring rules

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on AQR Capital Management’s site before applying: requirements, location and pay can change after we check them.

View the posting on AQR Capital Management’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with AQR Capital Management and doesn’t handle applications.