Quantitative Researcher — Systematic Equities — Las Vegas

Anemoi Predictive Technology LLC.; Las Vegas (NV); Hybrid; USD 175,000 - 245,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) plan with company matching

Flexible paid time off

Parental and caregiver leave

Learning budget for professional dev

Remote-work equipment provided

Job summary

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Researcher for Systematic Equities, based in the Las Vegas, NV area.

You will develop and test systematic equity research across sectors and market regimes, with Pacific Time coverage and overnight preparation. The role requires 3+ years of experience, proficiency in Python/SQL, and a focus on rigorous validation including out-of-sample evaluation and signal testing.

Qualifications

• Three or more years in quantitative research, data science, or systematic investing.
• Proficiency in Python and SQL.
• Strong understanding of backtest bias and model validation.

Responsibilities

• Form hypotheses and build point-in-time equity datasets.
• Test signal stability and sensitivity to costs and turnover.
• Run walk-forward and out-of-sample evaluation.
• Present results to the investment team, including favorable and unfavorable outcomes.
• Own equity-signal validation, sector diagnostics, and regime review during Pacific Time coverage.

Skills

Quantitative research

Data science

Backtest evaluation

Tools

Python

SQL

Job description

From Las Vegas, NV, the fully remote Quantitative Researcher — Systematic Equities will develop and test systematic equity research across sectors, factors, and changing market regimes. This opening is limited to applicants based in the Las Vegas, NV area and provides Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

Compensation and Benefits

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

About the Role

In this Las Vegas, NV role, you will be accountable for a falsifiable research idea from point-in-time data construction through out-of-sample evaluation while supporting Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Las Vegas Operating Focus

The Las Vegas opening emphasizes disciplined shift boundaries, venue awareness, and complete incident transfer. The Pacific schedule includes the cash close and, for continuous markets, the start of another operating period rather than a full stop. This opening defines shift boundaries for positions, venues, data, and open incidents. Weekend or overnight coverage must use the same evidence and escalation standards as normal weekday work. For this role, that means direct ownership of equity-signal validation, sector diagnostics, and regime review during Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

First Review Cycle

The initial Las Vegas, NV review combines Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation with a controlled examination of equity-signal validation, sector diagnostics, and regime review. Each material observation needs a source, a time, and a defined owner. 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 Las Vegas opening emphasizes disciplined shift boundaries, venue awareness, and complete incident transfer. You will identify any assumption that remains untested after both checks. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision to a falsifiable research idea from point-in-time data construction through out-of-sample evaluation.

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 Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

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 Las Vegas, NV 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.