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AQR Capital

Buy-side · Quant / factor-investing asset manager · Greenwich, CT

Academic-finance DNA, master OLS cold, and be ready to reason about factor strategies from first principles.

Difficulty: ●●●●Recruits in India

AQR is a systematic, factor-investing manager with deep academic roots. Its interviews are heavy on econometrics and statistics, with OLS reportedly appearing in nearly every round.

Domain knowledge (value, momentum, carry, defensive) and intellectual honesty are explicitly rewarded.

Roles they hire

Quant Researcher · Quant Developer · Research Analyst

Interview processas publicly reported

  1. 1

    Recruiter screen

    Motivation and familiarity with factor investing and AQR's published research.

  2. 2

    Technical phone screen

    ~60–90 min: probability, statistics, factor-research methodology, sometimes a paper discussion.

  3. 3

    Superday

    ~5–7 rounds: 1–2 probability/stats, 1–2 coding rounds (Python, NumPy/pandas/statsmodels), a research/portfolio-thesis discussion, and behavioral.

What they test

Prep tips

  • Master OLS cold, assumptions, Gauss–Markov/BLUE, derivations, and diagnostics.
  • Read some of AQR's published factor research and show intellectual honesty over sales-y confidence.

India recruiting

Runs a Bengaluru engineering center (announced 2018) and an 8-week Bengaluru internship recruited via campus placement, India roles skew engineering/data-science rather than front-office research.

Sources

Interview processes change and vary by role, office, and year. This guide reflects publicly reported experiences and is not affiliated with AQR Capital.