Quantitative Researcher — Portfolio Construction — Boston

The Boston, MA 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 Eastern Time research challenge before the open and throughout the U.S. trading session.

Compensation and Benefits

About the Role

The central responsibility of the Boston, MA opening is allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. The assigned window includes Eastern Time research challenge before the open and throughout the U.S. trading session. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Boston Operating Focus

The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Independent challenge is built into the research schedule before any production decision. The opening must show how a conclusion changes under alternative samples, costs, and regimes. During live markets, deviations are recorded without forcing an immediate explanation, and later review determines whether the evidence supports a research or operating change. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Eastern Time research challenge before the open and throughout the U.S. trading session.

First Review Cycle

The first review cycle for Boston, MA starts with Eastern Time research challenge before the open and throughout the U.S. trading session. It will establish a measured baseline for portfolio constraints, exposure diagnostics, and stress review before the team proposes an operating change. The review joins two pieces of work: Model factor, sector, liquidity, and concentration constraints; and Measure turnover, capacity, and stress behavior. The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. 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 Eastern Time research challenge before the open and throughout the U.S. trading 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 Boston, MA 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 Boston, MA 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.