AQR Capital Management
2027 PhD Summer Associate, Machine Learning Research
PhD summer internship role involving machine learning research on investment strategies at a global systematic investment firm.
Responsibilities
- Perform statistical and economic research using financial data to develop and improve machine learning investment strategies
- Conduct research on investment strategy implementation aspects such as trading cost models, risk models, optimization, and portfolio construction
- Add features to proprietary research systems to implement new ideas
- Participate in design and development of research infrastructure for economic and statistical research
Requirements
- PhD candidate December 2027 or Spring 2028 in finance, economics, or quantitative discipline
- Strong understanding of machine learning concepts applied to finance preferred
- Experience with AI and agentic frameworks preferred
- Experience with high performance and cloud computing
- Experience with TensorFlow or PyTorch
- Empirical research experience including data cleaning and analysis
- Strong econometrics or statistics background
- Knowledge of optimization methods
- Coding experience in Python, R, C++, or MATLAB
- Strong analytical and problem solving skills
- Strong presentation and communication skills
Skills
- machine learning
- Python
- TensorFlow
- PyTorch
- statistical research
- optimization
- econometrics
- Employer posted
- Last checked