Quantitative Researcher — Portfolio Construction — Chicago

This Chicago, IL-based, fully remote Quantitative Researcher — Portfolio Construction position will build portfolio methods that translate research signals into controlled exposures. Applicants must live in the local area, which gives the team Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

Compensation and Benefits

About the Role

In this Chicago, IL role, you will be accountable for allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics while supporting Central Time coordination across cash equities, listed derivatives, and both coastal schedules. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Chicago Operating Focus

The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. The Central Time window connects overnight futures behavior, the equity open, listed-derivative activity, and the afternoon cash close in one working day. The role must separate information that transfers across instruments from relationships that only appear during a short regime. Any production response needs an owner, a limit, and a review time. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

First Review Cycle

During the initial operating review in Chicago, IL, you will examine portfolio constraints, exposure diagnostics, and stress review while the assigned schedule covers Central Time coordination across cash equities, listed derivatives, and both coastal schedules. Normal controls remain in force throughout the review. You will first complete this task: Create transparent diagnostics for portfolio decisions. You will then complete this task: Develop allocation and risk-budgeting methods. The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. An unexpected result stays open until the evidence supports a disposition. At the end of the cycle, you will show how the evidence supports or challenges allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. Open questions stay visible until another review resolves them.

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 Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

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 Chicago, IL 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 Chicago, IL 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.