Quantitative Researcher Systematic Equities Sacramento

Base salary: $175,000–$245,000 USD, based on experience

Work arrangement: Fully remote; applicants must be based in the Sacramento, CA area

Experience: 3+ years Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role: The Sacramento, CA position owns a falsifiable research idea from point-in-time data construction through out-of-sample evaluation. Its working schedule covers Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision. Sacramento Operating Focus The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Policy-sensitive events require careful source control and a clear record of what was known at each time. This opening reviews late-session behavior without implying that price proves a specific cause. After-hours analysis separates immediate operating needs from research questions that deserve a slower and more complete test. For this role, that means direct ownership of equity-signal validation, sector diagnostics, and regime review during Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. First Review Cycle The first review cycle for Sacramento, CA starts with Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. It will establish a measured baseline for equity-signal validation, sector diagnostics, and regime review before the team proposes an operating change. The operating test starts with this task: Present both favorable and unfavorable results to the investment team. It continues with this task: Form hypotheses and build clean point-in-time equity datasets. The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. 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 policy-sensitive events, the U.S. close, and after-hours review.

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 Sacramento, 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.