Quant jobs / AQR Capital Management

Managed Futures & Commodities Research Analyst

A research analyst on AQR's team running directional macro and relative-value commodity strategies, including managed futures. The role covers signals, data, optimisation and risk.

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.

Do statistical and economic research on data for systematic futures and commodity strategies
Help portfolio managers implement and maintain trading strategies
Contribute to signal research, portfolio optimisation and risk work
Build features and infrastructure in the in-house research system

What they ask for

Required

Quantitative degree
Programming ability
Problem solving
Exposure to futures, commodities, rates, equities or FX
Written and verbal communication
Intellectual curiosity

Preferred

Python

Education: BS in a quantitative field such as finance, economics, computer science, maths or engineering.
Experience: 2–3 years at a quantitative finance firm
Languages and tools: Python
Markets: futures, commodities, equities, fixed-income, fx

How to prepare

Build a trend-following futures backtest with volatility targeting
Study carry and value signals in commodities and rates
Learn futures contract rolls and continuous-series construction
Read about managed futures performance and risk, including crisis behaviour

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.