Quantitative Researcher — Systematic Equities — Seattle

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

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) plan

Remote-work equipment

Learning budget

Job summary

Anemoi Predictive Technology LLC. currently seeks a Quantitative Researcher – Systematic Equities based in Seattle for a fully remote role. The position focuses on developing and testing systematic equity research across sectors, factors, and market regimes, with Pacific Time monitoring of the U.S.

close. The role requires 3+ years of quantitative research experience, Python and SQL proficiency, and a strong background in backtest bias and model validation.

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 Pacific Time monitoring of the U.S. close and preparation for overnight data workflows.

Skills

Python

SQL

Probability & statistics

Job description

From Seattle, WA, 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 Seattle, WA area and provides Pacific Time monitoring of the U.S. close and preparation for overnight data workflows.

Compensation and Benefits

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

About the Role

The central responsibility of the Seattle, WA opening is a falsifiable research idea from point-in-time data construction through out-of-sample evaluation. The assigned window includes Pacific Time monitoring of the U.S. close and preparation for overnight data workflows. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Seattle Operating Focus

The Seattle opening emphasizes resilient analytical systems, asynchronous collaboration, and well-tested operating changes. Pacific Time coverage gives this opening responsibility for the U.S. close and the transition into overnight processing. Asynchronous work must be self-contained: the evidence, decision, limitation, and requested action belong in the same record. Changes to analytical systems require failure tests and a clear return to the last known-good state. For this role, that means direct ownership of equity-signal validation, sector diagnostics, and regime review during Pacific Time monitoring of the U.S. close and preparation for overnight data workflows.

First Review Cycle

The initial Seattle, WA review combines Pacific Time monitoring of the U.S. close and preparation for overnight data workflows 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. The operating test starts with this task: Run walk-forward and out-of-sample evaluation. It continues with this task: Present both favorable and unfavorable results to the investment team. The Seattle opening emphasizes resilient analytical systems, asynchronous collaboration, and well-tested operating changes. The findings must distinguish confirmed evidence from an early explanation. 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 Pacific Time monitoring of the U.S. close and preparation for overnight data workflows.

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 Seattle, WA 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.