Quantitative Researcher — Portfolio Construction — Philadelphia

Anemoi is hiring a fully remote Quantitative Researcher — Portfolio Construction based in the Philadelphia, PA area to build portfolio methods that translate research signals into controlled exposures. The opening is designed for Eastern Time research review before the open and throughout the U.S. cash session.

Compensation and Benefits

About the Role

The Philadelphia, PA position owns allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. Its working schedule covers Eastern Time research review before the open and throughout the U.S. cash session. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Philadelphia Operating Focus

The Philadelphia opening emphasizes evidence-first decisions, documented challenge, and orderly production handoffs. The workday reserves focused time before the open for independent evidence review and challenge. During live markets, the role must distinguish a normal deviation from a condition that needs escalation. At the close, open questions move into a short written queue with a named owner and a required follow-up date. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Eastern Time research review before the open and throughout the U.S. cash session.

First Review Cycle

The first review cycle for Philadelphia, PA starts with Eastern Time research review before the open and throughout the U.S. cash session. It will establish a measured baseline for portfolio constraints, exposure diagnostics, and stress review before the team proposes an operating change. You will first complete this task: Measure turnover, capacity, and stress behavior. You will then complete this task: Create transparent diagnostics for portfolio decisions. The Philadelphia opening emphasizes evidence-first decisions, documented challenge, and orderly production handoffs. An unexpected result stays open until the evidence supports a disposition. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics from the same starting facts.

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 Eastern Time research review before the open and throughout the U.S. 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 Philadelphia, PA 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 Philadelphia, PA 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.