Quantitative Researcher — Portfolio Construction

Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline. Compensation and Benefits Base salary: $185,000–$255,000 USD, based on experience Work arrangement: Remote — United States Experience: 4+ years Additional compensation: Performance-bonus and equity eligibility based on role and level About the Role Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline. You will work with a small team, own important decisions, and document your work so that other specialists can review it. 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 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 financial markets, market data, or institutional trading systems. A record of clear written communication and careful review of high-impact work. 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 #J-18808-Ljbffr Anemoi Predictive Technology LLC