Quantitative Researcher — Systematic Equities — Houston

Anemoi Predictive Technology LLC.; Houston, Northern (TX, KY); Hybrid; USD 175,000 - 245,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) with company match

PTO and holidays

Parental and caregiver leave

Learning and development budget

Remote-work equipment

Job summary

Anemoi Predictive Technology LLC. in Houston, TX is seeking a fully remote Quantitative Researcher for Systematic Equities. You will develop and test research ideas across sectors, factors, and changing market regimes, with Central Time monitoring of cross-asset conditions and the complete U.S.

trading day. The work requires rigorous data construction, explicit limits, and clear documentation to support ongoing evaluation by the team.

Qualifications

• Three or more years in quantitative research, data science, or systematic investing.
• Python and SQL proficiency with strong probability and statistics.
• Clear understanding of backtest bias and model validation.

Responsibilities

• Form hypotheses and build clean point-in-time equity datasets.
• Test signal stability, turnover, capacity, and transaction-cost sensitivity.
• Run walk-forward and out-of-sample evaluation.
• Present both favorable and unfavorable results to the investment team.
• Own equity-signal validation, sector diagnostics, and regime review during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Skills

Python

SQL

Probability & Statistics

Backtest Bias

Job description

This Houston, TX-based, fully remote Quantitative Researcher — Systematic Equities position will develop and test systematic equity research across sectors, factors, and changing market regimes. Applicants must live in the local area, which gives the team Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Compensation and Benefits

Base salary: $175,000–$245,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the Houston, TX area
Experience: 3+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

In this Houston, TX role, you will be accountable for a falsifiable research idea from point-in-time data construction through out-of-sample evaluation while supporting Central Time monitoring of cross-asset conditions and the complete U.S. trading day. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Houston Operating Focus

The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. Cross-asset review becomes important when energy prices, rates, currencies, and equity risk move together. The opening must test whether those links are stable enough to affect a decision or are only a temporary reaction. Research and trading records must identify the exact evidence used without turning a market story into an unsupported conclusion. For this role, that means direct ownership of equity-signal validation, sector diagnostics, and regime review during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

First Review Cycle

The Houston, TX opening begins with an end-to-end review of equity-signal validation, sector diagnostics, and regime review during Central Time monitoring of cross-asset conditions and the complete U.S. trading day. The review will keep research observations separate from live production decisions. One required check is: Form hypotheses and build clean point-in-time equity datasets. The next required check is: Test signal stability, turnover, capacity, and transaction-cost sensitivity. The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. You will identify any assumption that remains untested after both checks. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate a falsifiable research idea from point-in-time data construction through out-of-sample evaluation without private context.

Responsibilities

• Form hypotheses and build clean point-in-time equity datasets
• Test signal stability, turnover, capacity, and transaction-cost sensitivity
• Run walk-forward and out-of-sample evaluation
• Present both favorable and unfavorable results to the investment team
• Own equity-signal validation, sector diagnostics, and regime review during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Required Qualifications

• Three or more years in quantitative research, data science, or systematic investing
• Python and SQL proficiency with strong probability and statistics
• Clear understanding of backtest bias and model validation

Preferred Qualifications

• Experience with equity factors, corporate actions, and point-in-time fundamentals
• A record of moving research into monitored production use
• Experience collaborating across time zones while maintaining the operating coverage assigned to the Houston, TX 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.

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.