Quantitative Researcher — Portfolio Construction — Baltimore

Anemoi is hiring a fully remote Quantitative Researcher — Portfolio Construction based in the Baltimore, MD area to build portfolio methods that translate research signals into controlled exposures. The opening is designed for Eastern Time preparation for the open, intraday risk review, and close control.

Compensation and Benefits

About the Role

The Baltimore, MD position owns allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. Its working schedule covers Eastern Time preparation for the open, intraday risk review, and close control. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Baltimore Operating Focus

The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. Pre-market work confirms that research inputs and operating controls are ready before risk is active. During the session, the opening separates evidence collection from authority to change production behavior. Close review checks that escalation decisions were proportional, documented, and assigned to the correct follow-up process. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Eastern Time preparation for the open, intraday risk review, and close control.

First Review Cycle

For the first complete work cycle in Baltimore, MD, you will use Eastern Time preparation for the open, intraday risk review, and close control to test how the team measures and escalates changes in portfolio constraints, exposure diagnostics, and stress review. The first evidence set will cover this task: Measure turnover, capacity, and stress behavior. The second will cover this task: Create transparent diagnostics for portfolio decisions. The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. Each material deviation receives a named follow-up owner. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for 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 Eastern Time preparation for the open, intraday risk review, and close control.

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 Baltimore, MD 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 Baltimore, MD 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.