Global Trading Vice President at AQR

Greenwich, Connecticut, United States -

Full Time

Start Date

Immediate

Expiry Date

13 Apr, 26

Salary

190000.0

Posted On

13 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, Trading, Execution, Structuring, Analytics, Data Analysis, Transaction Cost Analysis, Algorithmic Execution, Market Data, Quantitative Investment Strategies, Liquidity Sourcing, Market Structure, Collaboration, Communication, Problem Solving, Detail Orientation

Industry

Financial Services

Description

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: AQR Global Trading Strategies group is responsible for trading of all AQR investment strategies. The group manages global trading of all major asset classes and instruments, including equities, credit, rates, FX, commodities and vol. The trading philosophy of the group is rooted in building expertise in liquidity sourcing and market structure across asset classes, systematically reviewing the factors that affect transaction costs, understanding the investment strategies and building systematic processes, transaction cost analysis, trading models and automated trading algorithms to minimize slippage, increase capacity and enhance returns of AQR investment strategies. Your Role: AQR Capital Management is seeking an exceptionally talented individual to join our Global Trading Strategies team as a Delta1 / Synthetics / QIS Specialist. The role sits at the intersection of structuring, execution, and quantitative analysis, with responsibility for scalable implementation of systematic and bespoke investment strategies. The successful candidate will work closely with portfolio managers, researchers, traders, and technologists to optimize product design, execution, and analytics. In this role you will: Structure, implement, and manage Delta1, synthetic, and QIS-style strategies across asset classes Own pre- and post-trade analytics, including Python-based tooling for data pipelines, signal-to-implementation translation, slippage diagnostics, and Transaction Cost Analysis (TCA) Translate insights into strategy, parameter, and venue changes Partner with research and portfolio teams to convert investment intent into efficient instruments and execution methods; provide market structure feedback to improve models, constraints, and optimization Analyze and optimize execution quality across algorithmic and OTC workflows using empirical data Develop trading and liquidity analytics and contribute to O/EMS feature design, dashboards, controls, and automation to enhance scalability and best execution Build and maintain strong counterparty and broker relationships to source liquidity, improve pricing, and stay ahead of market structure, regulatory, and clearing developments Support EMEA trading as required, including early-morning coverage aligned with regional market hours What You’ll Bring: Strong educational credentials – a Bachelor’s degree in a quantitative field with a passion for markets 4+ years of sell-side trading experience preferred Strong Python proficiency with applied experience in trading, execution, structuring, or analytics Background in structuring, quantitative investment strategies, or systematic products preferred Hands-on experience with data analysis and TCA using execution and market data Working knowledge of both algorithmic and OTC execution in at least one asset class (equities, futures, FX, rates, or credit) Ability and willingness to work early mornings (as early as 5:00am ET) on occasion to support EMEA desks Who You Are: Highly analytical, intellectually curious, and execution-focused Comfortable owning problems end-to-end in a collaborative, research-driven environment Organized, detail-oriented, and effective in fast-paced settings Clear communicator across trading, research, technology, and external counterparties The salary range for this role is expected to be $170,000 to $190,000. This is the range that we in good faith believe is accurate for this role at the time of this posting. We may ultimately pay more or less than the posted range, depending upon factors such as skills, experience, location, or other business and organizational needs. This wage range may also be modified in the future. This job is also eligible for an annual discretionary bonus. We offer comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), and any other benefits to eligible employees. Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, commission, benefits, or any other form of compensation and benefits that are allocable to a particular employee remains in the Company's sole discretion unless and until paid and may be modified at the Company’s sole discretion, consistent with the law. AQR is an Equal Opportunity Employer. EEO/VET/DISABILITY

Responsibilities

The role involves structuring, implementing, and managing Delta1, synthetic, and QIS-style strategies across asset classes. The candidate will also own pre- and post-trade analytics and partner with research and portfolio teams to optimize execution methods.