Quant jobs / AQR Capital Management

Research & Portfolio Management Engineer – Specialized Investments Group

A quantitative engineer in AQR's front-office development team, supporting the Specialized Investments Group, which focuses on tax-aware strategies. It builds the data, simulation and optimisation platforms for those products.

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 data services and optimisation and validation engines for tax-aware products
Extend the SIG tools and data APIs
Improve the backtesting engine used to vet new product launches
Develop machine-learning and AI-driven applications

What they ask for

Required

Python, NumPy and pandas
SQL (SQL Server and Postgres)
Design patterns and object-oriented programming
Microservices, containers and cloud
Careful testing
Awareness of AI and agentic frameworks

Preferred

Quant finance understanding

Education: No degree level stated.
Experience: 3+ years as a programmer with Python and the quant stack
Languages and tools: Python
SQL
Markets: equities

How to prepare

Build a backtesting engine that includes taxes and turnover constraints
Learn how portfolio optimisation handles constraints in practice
Practise service design with containers and cloud tools
Study tax-aware investing concepts such as tax-loss harvesting

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.