Senior Quant Researcher

SENIOR QUANT RESEARCHER 

Dualitas is seeking a Senior Quant Researcher to be a key member of our equities research team.

Key requirements

• Clear ownership of the full research lifecycle, from idea generation and signal design through validation, productionization, and live or pre-production implementation
• Strong hands-on experience in systematic equities research, especially in areas such as statistical alpha, fundamental alpha, machine learning, or portfolio construction
• Prior production experience, including translating research into robust, deployable workflows and models
• Some mentorship or team leadership experience, such as managing a small team, leading project streams, or guiding junior researchers
• Strong Python programming skills and solid applied experience with modern statistical / machine learning methods
• Minimum 3 years, preferably 5+ years, of relevant buy-side research experience

Primary responsibilities

• Be a hands-on leader and innovator in one or more research areas: statistical alpha, fundamental alpha, advanced statistical / machine learning methods, and portfolio construction
• Actively contribute to the team’s research agenda, including new strategies, new data sources, and new research directions
• Own research projects end-to-end, including hypothesis generation, model design, signal testing, robustness validation, and implementation
• Help improve research infrastructure, backtesting workflows, and production processes
• Collaborate closely with PMs, researchers, and developers to bring research into production
• Mentor junior teammates and help elevate research quality and process discipline across the team

Additional qualifications

• Prior experience as a quant PM or sub-PM with live track record is a strong plus, but not required
• Experience designing or improving large-scale, high-throughput research and backtesting platforms is highly valued
• Deep knowledge of quant data sets, vendors, and practical issues around data quality and implementation
• Experience with SQL, Java, C++, or MATLAB is a plus
• M.S. or above in Math, Statistics, CS, Physics, Financial Engineering, or similar quantitative fields required; PhD strongly 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