About AQR Capital Management
AQR is a global investment firm built at the intersection of financial theory and practical application. We strive to deliver concrete, long-term results by looking past market noise to identify and isolate the factors that matter most, and by developing ideas that stand up to rigorous testing. By putting theory into practice, we have become a leader in alternative strategies and an innovator in traditional portfolio management since 1998.
At AQR, our employees share a common spirit of academic excellence, intellectual honesty and an unwavering commitment to seeking the truth. We're determined to know what makes financial markets tick and we'll ask every question and challenge every assumption. We recognize and respect the power of collaboration, and believe transparency and openness to new ideas leads to innovation.
The Data Visualization Engineer (Front Office) will work hand in hand with the product management teams playing a key role in AQR's portfolio management.
The two primary objectives: portfolio monitoring and client communication.
You will build tools to aid in many stages of the investment process, including new business presentations, new account onboarding, performance monitoring and analysis, and portfolio review meetings with clients. Product management teams are ultimately responsible for the accuracy and delivery of information to clients and are expected to do so in a professional, poised, and consultative manner. As a result, the teams interact closely with the rest of the firm including research, portfolio management, trading, business development, legal, compliance, risk and marketing. Through this collaboration, product management teams have in-depth knowledge of the strategies they cover and are expected to be in-house experts of their respective products. They are integral part of initiatives to create and sell new products, run competitor analyses, and produce market commentary as needed.
Analyze portfolio exposures and performance using existing tools, and drive the development of new tools for monitoring
Conduct portfolio analysis and present results to product and portfolio teams in a logical, comprehensive manner
Be familiar with fund's investment parameters, and review these on a regular basis
Additional department specific tasks such as: oversee fund's onboarding, including launch and post-launch analysis, and build, maintain and present competitor analysis reports
Prepare review materials on quarterly and yearly performance
Create, review and approve presentations used by business development
Complete bespoke portfolio analysis to answer client queries
Develop tools to enhance and streamline data used in client portfolio reviews
Build-out tools for, and run, returns-based style analysis using multivariate regression
Create a dashboard of tactical asset allocation views for client use
Analyze the impact of a surprise currency devaluation on portfolio returns and risk
Skills / Requirements:
2+ years' of working with or analyzing data
2+ years' of working experience in finance
2+ years' of programming experience
Proven track record and portfolio of successful work
Experience with the following:
Python (pandas, NumPy, SciPy) or any other programming languages
Experience with Tableau (preferably) or any other BI tool
Strong knowledge of SQL with advanced analytic functions
Experience with consuming and building APIs
Ability to design database schemas
Excellent problem solving and communication skills
Knowledge of visualization best practices is a plus
Strong coding skills with knowledge of software design patterns
Experience in an Agile environment is a plus
Master's Degree or Bachelor's Degree with equivalent experience in Computer Science, Data Science, Statistics or equivalent quantitative field