Quantitative Trader — Multi-Asset — Austin

Anemoi Predictive Technology LLC.; Austin (TX); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision plan

401(k) plan with company matching

Flexible paid time off

Paid parental and caregiver leave

Annual learning, conference, and pro‑f

Remote-work equipment and home-office

Job summary

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Trader — Multi-Asset based in the Austin, TX area.

You will trade and evaluate systematic strategies across equities, ETFs, futures, and FX, with Central Time collaboration across research, engineering, and trading operations. This role focuses on live cross-asset exposure, instrument-specific mechanics, funding, rolls, and execution quality, while ensuring risk controls and reproducible processes across time zones.

Qualifications

• Four or more years of systematic multi-asset trading.
• Strong derivatives, statistics, and market-mechanics knowledge.
• Proficiency in Python or comparable 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 Central Time collaboration.

Skills

Python programming

Quantitative trading

Statistical analysis

Derivatives knowledge

Market mechanics understanding

Job description

This fully remote Quantitative Trader — Multi-Asset opening serves Austin, TX and will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. Applicants must be based in the Austin, TX area. The position adds Central Time collaboration between quantitative research, engineering, and trading operations.

Compensation and Benefits

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

About the Role

This opening gives the Austin, TX hire responsibility for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls, with operating coverage focused on Central Time collaboration between quantitative research, engineering, and trading operations. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Austin Operating Focus

The Austin opening emphasizes reproducible experiments, production discipline, and direct technical communication. This opening sits at the boundary between research ideas and production systems. Experiments must be reproducible, data lineage must remain visible, and a promising result does not bypass release controls. Central Time overlap supports direct work with both coasts, while written design records keep asynchronous review effective. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time collaboration between quantitative research, engineering, and trading operations.

First Review Cycle

The initial Austin, TX review combines Central Time collaboration between quantitative research, engineering, and trading operations with a controlled examination of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk. Each material observation needs a source, a time, and a defined owner. 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 Austin opening emphasizes reproducible experiments, production discipline, and direct technical communication. Neither check can rely only on an informal message or market story. The final handoff will name the current state, the responsible person, and the next verification step. It will preserve a clear path back to 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 Central Time collaboration between quantitative research, engineering, and trading operations.

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 Austin, TX 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.