Quant jobs / AQR Capital Management

Global Stock Selection – Senior Implementation Researcher

A senior researcher in AQR's equity stock selection group, working on how alpha signals are turned into actual portfolios. The role sits between research, portfolio management, risk and trading.

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.

Improve how stock characteristics are converted into portfolio weights and how signals are combined
Refine the risk and transaction cost models feeding the process
Test new objective functions and portfolio optimisation frameworks
Add features to the in-house research system

What they ask for

Required

Portfolio construction and optimisation
Probability, statistics and linear algebra
Coding in an object-oriented language (Python, R, MATLAB)
Economic and financial intuition
Clear written and verbal communication
Independent research ability

Preferred

PhD
Implementation research at an asset manager or hedge fund
Research management experience

Education: BS from a top institution in a quantitative discipline; PhD preferred but not required.
Experience: 8+ years in a similar quantitative or technical environment
Languages and tools: Python
R
MATLAB
Perl
Markets: equities

How to prepare

Implement mean-variance optimisation with turnover and transaction cost penalties
Study how risk model errors affect optimised portfolios
Read about alpha combination and signal weighting methods
Backtest a simple long/short equity factor portfolio with realistic constraints

What to study

The Portfolio and Factor Quant 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.