Defining modern investing through science, technology and execution

What We Do
Duality Group is a set of companies driven by proprietary machine learning architectures developed to address the specific challenges of time series. Our culture is built around the goal of pushing the brave pursuit of transformative ideas while preserving the creative brew that makes breakthroughs possible. Watch the Duality view on machine learning for finance
Our Leadership
Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Risk.net Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Master in Finance from Princeton University where he also taught a popular course in trading and risk management.
Dr. Kharen Musaelian is the President / CIO and Co-Founder of Duality Group. Beginning in 1995, Kharen served in various portfolio management and investment research roles in the Proprietary Positioning Business of JP Morgan; managed multi-billion dollar investment portfolios and headed businesses at Merrill Lynch and BlueCrest Capital Management. By the age of 15, Kharen won a Gold Medal and two Bronze Medals at the Math and Physics Olympiads of the Soviet Union as well as Gold Medals for both Math and Physics National Olympiads of Armenia for three years in a row. In 2016, Kharen shared the Risk.net Buy-Side Quant of the Year Award. Kharen holds a PhD in theoretical physics from University of Rhode Island and MS / BS degrees in theoretical physics from the Moscow Institute of Physics and Technology (PhysTech).
Dr. Alexander “Sasha” Sokol is the Chief Technology Officer and Co-Founder of Duality Group. In 2003, Sasha founded CompatibL, a trading and risk technology company, employing over 200 people worldwide. In 1996, he co-founded Numerix, where he served as CTO and Lead Software Architect until 2003. Sasha shared the 2018 Risk.net Quant of the Year Award. Sasha was admitted to the Moscow Institute of Physics and Technology (PhysTech) at the age of 14. At that time, he was the youngest person ever to gain admission. He obtained his BA from PhysTech at the age of 18, and a Ph.D. in theoretical physics from the L.D. Landau Institute at the age of 22. The work that became the foundation of his Ph.D. thesis was awarded the USSR Academy of Sciences Award and Medal for Best Student Research of the Year in 1988. Alexander was the youngest person ever to receive this award.
Mr. Jeff Ziglar is the Chief Operating and Financial Officer and Co-Founder of Duality Group. Since 2012, Jeff served as a Managing Director and portfolio manager at the Carlyle Group and Jefferies. Prior to that Jeff spent 12 years at Goldman Sachs and UBS Investment Bank in investment banking, capital markets securitization and investment strategy. In 2007, Jeff was awarded the MTN-I Structured Note of the year award for his origination and placement of the first ever US GSE issued dual-indexed structured note. Jeff is a member of the New York Economic Club, a board member of Network 20|20, and graduated from Rutgers University with a BA in Economics.
Alessio Figalli is a Chaired Professor in Mathematics at ETH Zurich, and the Director of the FIM (Institute for Mathematical Research) at ETH. After a joint Phd in Mathematics at SNS Pisa (Italy) and ENS Lyon (France) in 2007, he was a professor in France and the US, before moving to ETH Zurich in 2016. Alessio works on several topics in mathematics, including Calculus of Variations, Optimal Transportation, and Partial Differential Equations. For his achievements, he was awarded the Fields Medal in 2018
Duality Funds
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Careers
Duality Group is a group of scientists and researchers from the fields of artificial intelligence, mathematics, quantitative trading, and computer science. Welcome aboard!
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