Quantitative Researcher — Portfolio Construction — New York

The New York, NY opening for a Quantitative Researcher — Portfolio Construction is fully remote and restricted to applicants in that area. Its mandate is to build portfolio methods that translate research signals into controlled exposures while providing early U.S. market preparation and the full Eastern Time cash session.

Compensation and Benefits

About the Role

The central responsibility of the New York, NY opening is allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. The assigned window includes early U.S. market preparation and the full Eastern Time cash session. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

New York Operating Focus

The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Daily work begins before the cash open with overnight-gap review, scheduled-event checks, and clear escalation ownership. Opening and closing auctions receive separate analysis because each can create different liquidity and execution conditions. Post-close records must explain what changed, what remained uncertain, and which issue carries into the next session. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during early U.S. market preparation and the full Eastern Time cash session.

First Review Cycle

The initial New York, NY review combines early U.S. market preparation and the full Eastern Time cash session with a controlled examination of portfolio constraints, exposure diagnostics, and stress review. Each material observation needs a source, a time, and a defined owner. The first evidence set will cover this task: Model factor, sector, liquidity, and concentration constraints. The second will cover this task: Measure turnover, capacity, and stress behavior. The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Each material deviation receives a named follow-up owner. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics without private context.

Responsibilities

• Develop allocation and risk-budgeting methods
• Model factor, sector, liquidity, and concentration constraints
• Measure turnover, capacity, and stress behavior
• Create transparent diagnostics for portfolio decisions
• Own portfolio constraints, exposure diagnostics, and stress review during early U.S. market preparation and the full Eastern Time cash session.

Required Qualifications

• Experience with portfolio optimization and risk models
• Strong numerical Python and optimization skills
• Ability to explain model tradeoffs to researchers and traders

Preferred Qualifications

• Experience with transaction-cost-aware optimization and scenario analysis
• Knowledge of production controls for constrained portfolios
• Experience collaborating across time zones while maintaining the operating coverage assigned to the New York, NY opening.

Benefits

• Medical, dental, and vision plan options with substantial company support
• 401(k) plan with company matching
• Flexible paid time off and company holidays
• Paid parental and caregiver leave
• Annual learning, conference, and professional-development budget
• Remote-work equipment and home-office support
• Performance-bonus and equity eligibility based on role and level

Benefits are subject to plan terms and eligibility requirements.

How to Apply

Submit a current resume through the application form for the New York, NY opening. A short cover letter is optional. We will contact qualified applicants about the interview process and next steps.

Equal Opportunity

Anemoi provides equal employment opportunities without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other status protected by applicable law.