Business Intelligence Engineer

AQR Greenwich , CT 06830

Posted 5 months ago

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 Team:

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.

Your Role:

Portfolio monitoring:

  • 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

Client communication:

  • 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

Sample projects:

  • 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

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Business Intelligence Engineer