Quant jobs / AQR Capital Management

Data Scientist, Machine Learning

A data scientist who sits between data engineering and quantitative research, preparing clean, traceable datasets for machine-learning projects. The role supports AQR's systematic research teams.

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.

Turn raw structured and text data into research-ready datasets and features for a specific ML project
Fix entity-matching and linkage problems between signals, text and securities
Build automated data quality checks and profiling for research datasets
Build point-in-time mappings for corporate events such as mergers, IPOs and bankruptcies
Onboard and assess new alternative datasets

What they ask for

Required

Python with pandas and NumPy
SQL and PostgreSQL
Structured and text data handling
Data quality and validation
Git, PyTest and CI/CD
API development
Data visualisation

Preferred

scikit-learn and PyTorch
Entity resolution and knowledge graphs
LLM APIs and prompt design
AWS (S3, Batch) and distributed computing
Prior finance or research experience

Education: No degree level stated; strong maths and statistics preferred.
Experience: 4+ years of relevant work experience
Languages and tools: Python
SQL
PostgreSQL
PyTorch
scikit-learn

How to prepare

Build a point-in-time dataset that joins company news text to securities without look-ahead bias
Write a data-quality profiling script with pytest checks for missing values, duplicates and stale records
Practise entity matching between messy company names and tickers
Learn how LLM APIs can be used to label or validate text at scale

What to study

The NLP and ML Quant 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.