Quantitative Trader — Multi-Asset — Albuquerque

Anemoi Predictive Technology LLC.; Albuquerque (NM); Remote; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical benefits

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home-office stipend

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC. is hiring a fully remote Quantitative Trader based in the Albuquerque, NM area to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX.

The position operates on Mountain Time and spans early-market and late-session windows. The role emphasizes cross-asset exposure, funding, rolls, execution quality, and risk controls, with collaboration across research, engineering, trading, and risk teams to manage uncertainties and operational

Qualifications

• Four or more years of systematic multi-asset trading experience.
• Strong derivatives, statistics, and market-mechanics knowledge.
• Proficiency in Python or similar quantitative programming.

Responsibilities

• Manage live exposures and instrument-specific risk limits
• Review execution quality, funding, rolls, and calendar effects
• Research cross-asset relationships without forcing unstable correlations
• Lead incident review and operating-control improvements
• Own cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Mountain Time monitoring across both early-market and late-session operating windows.

Skills

Systematic multi-asset trading

Derivatives knowledge

Statistics knowledge

Python programming

Job description

Anemoi is hiring a fully remote Quantitative Trader — Multi-Asset based in the Albuquerque, NM area to trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. The opening is designed for Mountain Time monitoring across both early-market and late-session operating windows.

Compensation and Benefits

Base salary: $190,000–$285,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the Albuquerque, NM area
Experience: 4+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

This opening gives the Albuquerque, NM hire responsibility for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls, with operating coverage focused on Mountain Time monitoring across both early-market and late-session operating windows. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Albuquerque Operating Focus

The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. Mountain Time coverage spans early national-market work and the later review window. The opening maintains continuity when responsibility moves between regions, with special attention to data timestamps and unfinished decisions. Incident response favors measured containment first, followed by analysis that can distinguish cause from correlation. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Mountain Time monitoring across both early-market and late-session operating windows.

First Review Cycle

In Albuquerque, NM, the first formal review will assess cross-asset exposure, funding and roll events, execution quality, and venue-specific risk under the normal controls used for Mountain Time monitoring across both early-market and late-session operating windows. Any proposed response must remain within an approved limit. The cycle requires this task: Manage live exposures and instrument-specific risk limits. A separate check covers this task: Review execution quality, funding, rolls, and calendar effects. The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. Neither check can rely only on an informal message or market story. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls.

Responsibilities

• Manage live exposures and instrument-specific risk limits
• Review execution quality, funding, rolls, and calendar effects
• Research cross-asset relationships without forcing unstable correlations
• Lead incident review and operating-control improvements
• Own cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Mountain Time monitoring across both early-market and late-session operating windows.

Required Qualifications

• Four or more years of systematic multi-asset trading
• Strong derivatives, statistics, and market-mechanics knowledge
• Python or comparable quantitative programming experience

Preferred Qualifications

• Experience with futures calendars, foreign-exchange sessions, and exchange-traded funds
• A record of managing risk across instruments with different trading hours
• Experience collaborating across time zones while maintaining the operating coverage assigned to the Albuquerque, NM 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.