Quantitative Researcher — Portfolio Construction — Albuquerque

Based in the Albuquerque, NM area, this fully remote Quantitative Researcher — Portfolio Construction will build portfolio methods that translate research signals into controlled exposures. The operating schedule centers on Mountain Time monitoring across both early-market and late-session operating windows.

Compensation and Benefits

About the Role

This opening gives the Albuquerque, NM hire responsibility for allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics, with operating coverage focused on Mountain Time monitoring across both early-market and late-session operating windows. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Albuquerque Operating Focus

The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. Mountain Time coverage spans early national-market work and the later review window. The opening maintains continuity when responsibility moves between regions, with special attention to data timestamps and unfinished decisions. Incident response favors measured containment first, followed by analysis that can distinguish cause from correlation. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Mountain Time monitoring across both early-market and late-session operating windows.

First Review Cycle

The first review cycle for Albuquerque, NM starts with Mountain Time monitoring across both early-market and late-session operating windows. 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: Develop allocation and risk-budgeting methods. You will then complete this task: Model factor, sector, liquidity, and concentration constraints. The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. An unexpected result stays open until the evidence supports a disposition. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision 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 Mountain Time monitoring across both early-market and late-session operating windows.

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 Albuquerque, NM 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 Albuquerque, NM 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.