Quantitative Researcher — Portfolio Construction — San Diego

Based in the San Diego, CA area, this fully remote Quantitative Researcher — Portfolio Construction will build portfolio methods that translate research signals into controlled exposures. The operating schedule centers on Pacific Time coverage of late-session liquidity and post-close validation.

Compensation and Benefits

About the Role

This opening gives the San Diego, CA hire responsibility for allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics, with operating coverage focused on Pacific Time coverage of late-session liquidity and post-close validation. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

San Diego Operating Focus

The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. This opening concentrates on the later part of the U.S. session, when liquidity can change quickly around the close. It also reviews after-hours results and system behavior before the next day begins. Written handoffs must separate completed work, active risk, and research questions that do not require an immediate trading response. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Pacific Time coverage of late-session liquidity and post-close validation.

First Review Cycle

The initial San Diego, CA review combines Pacific Time coverage of late-session liquidity and post-close validation 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 review joins two pieces of work: Develop allocation and risk-budgeting methods; and Model factor, sector, liquidity, and concentration constraints. The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. You will document where the results agree, where they differ, and what needs another test. Before the review closes, you will state what changed, what did not change, and what needs more evidence. A peer must be able to follow the result back to allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics.

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 Pacific Time coverage of late-session liquidity and post-close validation.

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 San Diego, CA 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 San Diego, CA 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.