Remote Quantitative Portfolio Architect

Anemoi Predictive Technology LLC.; United States; Hybrid; USD 185,000 - 255,000; Full time

Benefits offered by this job

Medical benefits

401(k) matching

Flexible PTO

Parental leave

Learning budget

Remote equipment

Job summary

Anemoi Predictive Technology LLC is seeking a senior professional to build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline.

You will work with a small team, own important decisions, and document your work so that other researchers and traders can review it. Required: 4+ years, experience with portfolio optimization and Python.

Qualifications

• Experience with portfolio optimization and risk models.
• Strong numerical Python and optimization skills.
• Ability to explain model tradeoffs to researchers and traders.

Responsibilities

• Develop allocation and risk-budgeting methods
• Model factor, sector, liquidity, and concentration constraints
• Measure turnover, capacity, and stress behavior
• Create transparent diagnostics for portfolio decisions

Skills

Portfolio optimization

Risk modeling

Python programming

Explain model tradeoffs

Tools

SciPy/NumPy

Job description

Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline.

Compensation and Benefits

Base salary: $185,000–$255,000 USD, based on experience
Work arrangement: Remote — United States
Experience: 4+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline. You will work with a small team, own important decisions, and document your work so that other specialists can review it.

Responsibilities

• Develop allocation and risk-budgeting methods
• Model factor, sector, liquidity, and concentration constraints
• Measure turnover, capacity, and stress behavior
• Create transparent diagnostics for portfolio decisions

Required Qualifications

• Experience with portfolio optimization and risk models
• Strong numerical Python and optimization skills
• Ability to explain model tradeoffs to researchers and traders

Preferred Qualifications

• Experience with financial markets, market data, or institutional trading systems.
• A record of clear written communication and careful review of high-impact work.

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

How to Apply

Submit a current resume through the application form. A short cover letter is optional. We will review your experience and contact qualified candidates about the interview process and next steps.