Quantitative Volatility Researcher at AQR Capital Management

Vienna, Vienna, Austria

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Not SpecifiedCompensation

Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Finance, Investment Management, Quantitative TradingIndustries

Requirements

Graduate degree in computer science, mathematics, physics, engineering, finance, economics or a related quantitative field from a top university
Proficiency in Python or another comparable programming language
Strong understanding of financial markets, with specific exposure to volatility strategies
Excellent communication skills, with a self-starter mindset, eagerness to learn, and a collaborative spirit
Strong analytical and problem-solving skills
Mid-level professional with 2+ years of experience in volatility research and quantitative modeling (ideal candidate)
Experience across equity or commodity volatility preferred

Responsibilities

Research and analyze volatility data to identify trading opportunities
Develop, deploy, and monitor quantitative models used in financial markets
Evaluate and enhance the performance of existing quantitative models
Generate and explore new research ideas
Promote and uphold firm-wide best coding practices
Build and test volatility strategies
Create analytical and risk management tools
Conduct in-depth market analysis
Collaborate closely with team members on research and portfolio risk

Skills

Quantitative Modeling

Volatility Research

Statistical Methods

Data Analysis

Risk Management

Financial Markets

Coding

Python

Equity Volatility

Commodity Volatility

AQR Capital Management

Global investment management firm offering diversified strategies

About AQR Capital Management

AQR Capital Management provides investment management services with a focus on technology, data, and behavioral finance. The firm offers a variety of investment strategies that are based on a consistent set of principles, aiming to achieve long-term and repeatable results. AQR works primarily with institutional investors such as pension funds, insurance companies, and sovereign wealth funds, as well as financial advisors and their clients. Their investment approach combines both qualitative and quantitative methods to carefully design and test investment models. AQR differentiates itself by applying systematic and well-thought-out investment solutions that enhance portfolio construction, risk management, and trading. The company's goal is to deliver value through effective asset management while generating revenue from management and performance fees on the assets they oversee.

Greenwich, ConnecticutHeadquarters

1998Year Founded

VENTURE_UNKNOWNCompany Stage

Quantitative Finance, Financial ServicesIndustries

501-1,000Employees

Benefits

Health Insurance

Dental Insurance

Vision Insurance

401(k) Retirement Plan

Paid Vacation

Risks

Increased competition from quantitative firms may erode AQR's market share.

The rise of passive strategies like ETFs could impact demand for AQR's services.

Regulatory scrutiny on quantitative trading could increase compliance costs for AQR.

Differentiation

AQR integrates financial theory with practical application for superior investment results.

The firm uses quantitative tools to process fundamental information and manage risk.

AQR's systematic approach aligns with the growing trend of factor investing.

Upsides

AQR can leverage ESG factors in their quantitative models to meet rising demand.

Machine learning advancements enhance AQR's data analysis and predictive modeling capabilities.

AQR can capitalize on personalized investment solutions with their quantitative tools.

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