Data Scientist, Machine Learning

Data Engineer For Quantitative ResearchAQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Underpinning this philosophy is an unrelenting commitment to excellence in technology - powering our insights and analysis. This unique combination has made us leaders in alternative and traditional strategies since 1998.Your Role:You will serve as a bridge between data engineering and quantitative research. Working directly with researchers, you will also be responsible for ensuring research datasets are accurate, traceable, and ready for machine learning by developing robust data preparation and quality workflows. Your responsibility is to deliver clean, reliable, project-specific datasets and features to the researcher.What You'll Do:Partner directly with quantitative researchers to understand the needs of a specific machine learning project and collaboratively produce data that best fits the model and projectTransform raw structured and unstructured data into project-specific, research-ready datasetsPerform feature generation and deliver prepared datasets and features to the researcher for modeling and productionizationResolve tagging, entity-matching, and linkage issues across signals, textual data, and securitiesBuild data quality assurance, quality monitoring, and profiling workflows through programmatic checks, LLM reviews where appropriate, targeted manual inspection, and feedback-driven iterative refinementBuild point-in-time mappings and knowledge graphs for mergers and acquisitions, bankruptcies, IPOs, and other corporate eventsExamine and onboard alternative datasetsEnsure datasets are clean, traceable, and reliable for trading strategiesWork across different researchers and potentially concurrent projects as priorities and the scope of the role evolveCommunicate clearly with researchers and engineering partnersWhat You'll Bring:4+ years of relevant work experienceStrong Python programming skills, including hands-on experience with pandas and NumPyStrong SQL skills and practical experience with PostgreSQLExperience working with both structured data and unstructured or textual dataExperience with data quality, validation, monitoring, and profilingExperience with Git, PyTest, CI/CD, and API developmentAbility to reason carefully through edge cases, protect data integrity, and maintain clear documentation of data definitions, transformations, and quality checksAbility to work independently, communicate clearly with technical and non-technical stakeholders, and manage work across multiple concurrent initiativesStrong visualization skillsPreferred Qualifications:Experience with scikit-learn, statistics, or advanced modeling techniquesExperience with entity resolution, entity matching, or knowledge graphsExperience designing prompts and using LLM APIs for batched or large-scale investigation, validation, feature generation, and iterative refinementExperience building LLM-based featurization workflows, including iterative refinement, validation, and automated testingExperience with AWS, including S3 and BatchExperience with distributed computing and large-scale data processingExposure to data governance, data cataloging, or related best practicesStrong Math and statistics skillsExperience with PytorchPrior experience in financial services, trading, quantitative research, or another research-driven environmentWho You Are:Rigorous, thorough, and highly attentive to detailCollaborative and able to communicate effectively with researchers and engineering partnersComfortable working in an evolving role and taking on a broad range of responsibilitiesAQR is an Equal Opportunity Employer. EEO/VET/DISABILITYThe salary range for this role is expected to be $180,000 to $200,000. 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.