Quantitative Researcher — Systematic Equities — Oklahoma City

Anemoi Predictive Technology LLC.; Oklahoma City, Northern (OK, KY); Hybrid; USD 175,000 - 245,000; Full time

Benefits offered by this job

Medical benefits

401(k) with company match

Flexible PTO

Parental leave

Learning budget

Remote equipment support

Job summary

Anemoi Predictive Technology LLC is seeking a Quantitative Researcher — Systematic Equities for a fully remote role, with applicants based in the Oklahoma City, OK area. The position focuses on developing and testing systematic equity research across sectors, factors, and market regimes, with Central Time oversight and full-session operating controls.

You will connect research, engineering, trading, and risk, form hypotheses, build point-in-time datasets, test signals, walk-forward analyses, and

Qualifications

• 3+ 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 oversight of cross‑asset conditions and full‑session operating controls.

Skills

Python

SQL

Backtest bias & model validation

Job description

Based in the Oklahoma City, OK area, this fully remote Quantitative Researcher — Systematic Equities will develop and test systematic equity research across sectors, factors, and changing market regimes. The operating schedule centers on Central Time oversight of cross‑asset conditions and full‑session operating controls.

Compensation and Benefits

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

About the Role

This opening gives the Oklahoma City, OK hire responsibility for a falsifiable research idea from point‑in‑time data construction through out‑of‑sample evaluation, with operating coverage focused on Central Time oversight of cross‑asset conditions and full‑session operating controls. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Oklahoma City Operating Focus

The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow‑up. Cross‑asset conditions are reviewed at set points rather than only after a large move attracts attention. When markets behave unusually, the opening first contains operational risk, then investigates causes. Follow‑up work must distinguish a resolved incident from a temporary workaround and assign a date for permanent correction. For this role, that means direct ownership of equity‑signal validation, sector diagnostics, and regime review during Central Time oversight of cross‑asset conditions and full‑session operating controls.

First Review Cycle

For the first complete work cycle in Oklahoma City, OK, you will use Central Time oversight of cross‑asset conditions and full‑session operating controls to test how the team measures and escalates changes in equity‑signal validation, sector diagnostics, and regime review. The operating test starts with this task: Test signal stability, turnover, capacity, and transaction‑cost sensitivity. It continues with this task: Run walk‑forward and out‑of‑sample evaluation. The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow‑up. The findings must distinguish confirmed evidence from an early explanation. 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 Central Time oversight of cross‑asset conditions and full‑session operating controls.

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 Oklahoma City, OK 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.