Quantitative Researcher — Systematic Equities — San Diego

Anemoi Predictive Technology LLC.; San Diego (CA); Remote; USD 175,000 - 245,000; Full time

Benefits offered by this job

Medical, dental, and vision plans

401(k) with company matching

Flexible paid time off

Parental and caregiver leave

Learning, conference, and professional

Remote-work equipment & home-office

Performance bonus and equity

Job summary

Anemoi Predictive Technology LLC in San Diego, CA is seeking a Quantitative Researcher to develop and test systematic equity research across sectors, factors, and regimes, with Pacific Time coverage for late-session liquidity and post-close validation. You will own hypotheses from data construction to out-of-sample evaluation.

The role emphasizes clear communication, rigorous record-keeping, and collaboration across time zones, with base salary up to $245k, a performance bonus and equity

Qualifications

• Three or more years in quantitative research, data science, or systematic investing.
• Proficiency in Python and SQL 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 Pacific Time coverage of late-session liquidity and post-close validation.

Skills

Python

SQL

Quantitative research

Tools

Python

SQL

Job description

The San Diego, CA opening for a Quantitative Researcher — Systematic Equities is fully remote and restricted to applicants in that area. Its mandate is to develop and test systematic equity research across sectors, factors, and changing market regimes while providing Pacific Time coverage of late-session liquidity and post-close validation.

Compensation and Benefits

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

About the Role

In this San Diego, CA 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 late-session liquidity and post-close validation. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

San Diego Operating Focus

The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. This opening concentrates on the later part of the U.S. session, when liquidity can change quickly around the close. It also reviews after-hours results and system behavior before the next day begins. Written handoffs must separate completed work, active risk, and research questions that do not require an immediate trading response. For this role, that means direct ownership of equity-signal validation, sector diagnostics, and regime review during Pacific Time coverage of late-session liquidity and post-close validation.

First Review Cycle

For the first complete work cycle in San Diego, CA, you will use Pacific Time coverage of late-session liquidity and post-close validation 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: Form hypotheses and build clean point-in-time equity datasets. It continues with this task: Test signal stability, turnover, capacity, and transaction-cost sensitivity. The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. The findings must distinguish confirmed evidence from an early explanation. The cycle ends with a short decision record, its limit, the next check, and each unresolved question. Another specialist must be able to trace the work through 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 late-session liquidity and post-close validation.

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 San Diego, CA 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.