QUANT RESEARCHER - PORTFOLIO CONSTRUCTION

Job Duties

• Conduct research in quantitative portfolio construction and optimization algorithms, primarily for equities portfolios.

• Participate in the design, development and maintenance of the firm’s portfolio optimization system.

• Research advanced feature engineering, selection and combination algorithms.

• Develop traditional and non-traditional alpha forecasting techniques and systems.

Qualifications

• Deep knowledge in optimization theories, including LP, QP, MIP, SOCP, robust optimizations, stochastic optimizations and their applications in quantitative portfolio management, with hands-on experience formulating and solving large-scale portfolio optimization problems.

• Strong knowledge and experience in advanced machine learnings methods, tools and their applications in quantitative finance.

• Experience with neural networks (NN) and reinforcement learnings (RL) in financial applications a strong plus.

• Deep understanding of quantitative equities portfolio management process and its key ingredients, e.g., factor models, risk models, market impact models.

• Hands-on experience with Python and Java required, with strong fundamental Computer Science knowledge, including design patterns, concurrency, threading, algorithms, memory management and data structures.

• Proficient in modern data science tools stacks (e.g., Jupyter, pandas, numpy, scipy, sklearn) with machine learning experience a strong plus.

• Master’s or above degree in a quantitative discipline (OR, Math, Stats, FE, CS, ECE, Physics, or other related fields).

• Detail oriented and self-motivated.

• Work well within a small team and independently.

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 $100,000-$300,000 (USD) if based in New York, which does not include our comprehensive benefits package or any discretionary bonus compensation this role may be eligible for. 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

If you have any publications (including working papers) and/or open-source projects, in the field of advanced optimizations or statistical learnings and/or their applications, that can potentially be helpful for the evaluations of your applications, please feel free to include either the paper(s) or link(s) to the paper(s) in your application.