Dualitas is seeking experienced quant alpha researcher(s) to be key member(s) of our team. Primary duties for Senior QRs include:
- Be a hands-on leader and innovator in one (or more) of the research areas: statistical alpha, fundamental alpha, advanced statistical (machine) learning methods, and portfolio construction.
- Actively participate in the team’s research agenda creation & review. Work proactively with other team members to identify new directions of research, new data sources, and/or new strategies.
- Responsible for the full research life cycle of each research project, from idea generation, model design, signal testing to pre-production implementation.
- Mentor junior teammates; provide research and technical training as well as career guidance.
Requirements:
- Minimum 3 years (preferably 5+ years) of buy-side experience in the fields of statistical arbitrage research and/or quantamental research. Experiences in building alpha models from intraday to daily, weekly, or monthly horizons will all be considered.
- Prior experiences as quant PM or sub-PM with live track record a strong plus, but not required.
- Experience in designing and building a large-scale high throughput research and backtest platform will be highly valued.
- Firm conviction and clear understanding of a disciplined and well-defined research process is essential.
- Deep knowledge and experiences with various quant data sets and vendors.
- Strong python programming skills required, with extensive hands-on experience with various scientific computing and machine learning packages.
- Academic and professional experiences in applying modern ML techniques and tools to quant finance a strong plus.
- Experience with any of the following languages a plus: SQL, Java, C++ and Matlab.
- Good communication skills and strong leadership skills, willing and capable of working with teammates with various levels of experiences.
- M.S. or above in Math, Statistics, CS, Physics, Computer Engineering, Financial Engineering/Computational Finance, or similar fields required, with strong background in mathematics and statistics. PhD in relevant fields and academic research background will be highly valued.
What we offer:
- A true startup environment: small, collegial, fast-paced, and research-oriented; free of bureaucracy 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 $175,000-$300,000 (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.
How to apply:
Kindly submit your application through our online application system, or alternatively, send your resume along with any supporting materials, to HR@DualitasCapital.com