QUANT AI ENGINEER

Dualitas Capital Management LLC; New York, Northern (NY, KY); Hybrid; USD 100,000 - 250,000; Full time

Benefits offered by this job

Health insurance

401k with profit sharing

Paid time off (PTO)

Flexible work arrangement

Job summary

Dualitas Capital Management LLC in New York seeks a data infrastructure engineer to develop, maintain, and support data pipelines, APIs, and internal systems for quantitative research and trading.

You will build AI/ML research tools, manage large financial datasets, and ensure data quality and accessibility. Collaborate with researchers and portfolio managers to extend capabilities and streamline workflows.

Qualifications

• Bachelor's degree or higher in a quantitative field.
• Strong Python coding and data pipeline experience.
• Experience with financial datasets and risk models.
• Experience with AI/ML workflows is a plus.
• Prior experience in quantitative research or trading preferred.

Responsibilities

• Develop, maintain, and support data and research infrastructure, pipelines, APIs, and internal systems.
• Build R&D and AI/ML-related infrastructure and automated workflows.
• Manage large-scale financial datasets ensuring quality, reliability, accessibility.
• Maintain, troubleshoot, and improve research and production systems.
• Collaborate with researchers and portfolio managers to support workflows and new capabilities.

Skills

Python

Data pipelines

AI/ML systems

SQL/NoSQL

Java/C++

Quant research/trading

Independent ownership

Education

Bachelor's degree in CS/Engineering/Math/Statistics/Physics

Tools

APIs

NoSQL databases

Python libraries (pandas, numpy)

Job description

• Develop, maintain, and support data and research infrastructure, pipelines, APIs, and internal systems supporting quantitative research and trading.
• Build and support R&D and AI/ML-related infrastructure, research tools, and automated workflows.
• Manage large-scale financial datasets and ensure data quality, reliability, and accessibility.
• Maintain, troubleshoot, and improve existing research and production systems.
• Work closely with researchers and portfolio managers to support existing workflows and develop new capabilities.

Qualifications

• Strong hands-on Python expertise, with the ability to write clean, efficient, and maintainable code.
• Experience building and maintaining data pipelines, research infrastructure, databases, APIs, or other data-intensive systems.
• Hands-on experience with financial datasets, such as fundamentals, tick/quote data, alternative data, or risk models.
• Strong SQL and/or NoSQL experience.
• Experience with AI/ML systems, research automation, or LLM-enabled tools is a plus.
• Prior experience in quantitative research, trading, investment management, or a similar data-intensive environment is preferred.
• Strong general software engineering foundation; Java and/or C++ is a plus.
• Strong problem-solving skills and ability to independently own and maintain systems.
• Junior to Mid-Level | 0–5+ years of relevant experience
• Bachelor’s degree or above in Computer Science, Engineering, Mathematics, Statistics, Physics, or a related quantitative discipline.

What we offer:

• A true startup environment: small, collegial, fast-paced, and research-oriented; free ofbureaucracy or hierarchy.
• Competitive compensation and benefits packages, including PTO, medical/dental/vision coverage, 401k with profit sharing, and flexible working arrangement (location and schedule wise).
• Full alignment between employees’ career goals and the firm’s growth objectives.
• Work visa and green card sponsorship for candidates who require such.
• The annual base salary range for this role is $100,000-$250,000 (USD) if located in New York, which does not include discretionary bonus compensation or our comprehensive benefits package. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. Successful candidates’ compensation and benefits will be determined in consideration of various factors.