Global Stock Selection Researcher – Alternative Data
A researcher in AQR's equity stock selection group focused on turning alternative data, including generative AI methods, into alpha signals. It is one of the firm's core signal-building 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.
- Build alpha signals from alternative datasets using statistical and economic analysis
- Train and tune machine-learning models for return prediction
- Engineer features from raw alternative data and design tests of their value
- Look into implementation topics such as trading costs and portfolio construction
What they ask for
Required
- Strong Python
- Probability, statistics and linear algebra
- Machine-learning libraries
- Large financial dataset handling
- Translating models into code
- Financial intuition
Preferred
- Advanced degree, especially PhD
- Generative AI applied to quant research
- Alternative data research at a top asset manager or hedge fund
- Education
- BS from a top institution in a quantitative field; advanced degrees, especially a PhD, preferred.
- Experience
- 1–3 years in quantitative research, ideally alternative data (preferred)
- Languages and tools
- Markets
- equities
How to prepare
- Build a signal from a text or web dataset and test it on stock returns
- Learn how to match alternative data to securities without look-ahead bias
- Try LLM-based feature extraction from filings or news
- Practise reporting signal decay, turnover and capacity honestly
What to study
- Text as Data and NLP for Finance
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Empirical Asset Pricing and Factor Investing
The NLP and ML Quant Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.