Global Stock Selection Researcher – Analyst/Associate
An alpha researcher in AQR's Global Stock Selection group, which builds the models behind its equity strategies. Researchers run projects end to end, from data to performance evaluation.
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.
- Develop new alpha signals from traditional and alternative financial data
- Build and tune machine-learning models for cross-sectional or time-series prediction
- Construct features from raw data and test whether they work
- Occasionally research trading cost, risk and portfolio construction questions
- Add features to the in-house research system
What they ask for
Required
- Python
- Probability, statistics and linear algebra
- Machine-learning libraries (scikit-learn, TensorFlow, PyTorch)
- Handling large financial datasets
- Translating models into code
- Financial and economic intuition
Preferred
- NLP, LLMs and prompt engineering
- Quant research at an asset manager or hedge fund
- ML coursework or practice
- Education
- BS from a top institution in computer science, engineering, maths, statistics, physics or similar.
- Experience
- 2–5 years in a data-driven research environment with an alpha focus
- Languages and tools
- Markets
- equities
How to prepare
- Replicate a published equity factor and test it out of sample
- Train a gradient-boosted model on cross-sectional returns with proper time splits
- Learn overfitting controls such as purged cross-validation
- Study how alternative data becomes a tradable signal
What to study
- Empirical Asset Pricing and Factor Investing
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Probability, Statistics and Financial Data
- Text as Data and NLP for Finance
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.