Quantitative Trader — Multi-Asset — Baltimore

Anemoi Predictive Technology LLC.; Baltimore, Northern (MD, KY); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401(k) match

Flexible PTO

Parental leave

Equity eligibility

Remote work equipment

Home-office support

Learning budget

Job summary

Anemoi Predictive Technology LLC. in Baltimore, MD is seeking a fully remote Quantitative Trader - Multi-Asset to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX.

Applicants must be based in the Baltimore area and ready for Eastern Time open prep and intraday risk review. The role emphasizes live cross-asset exposure management, funding and roll events, execution quality, and incident controls within a small team, with rigorous documentation to support

Qualifications

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

Responsibilities

• Manage live cross-asset exposures and risk limits.
• Review execution quality, funding, rolls, and calendar effects.
• Research cross-asset relationships and avoid unstable correlations.
• Lead incident reviews and improve operating controls.
• Own cross-asset exposure, funding, rolls, and venue risk during ET prep and open.

Skills

Systematic multi-asset trading

Derivatives knowledge

Statistics knowledge

Python programming

Job description

This fully remote Quantitative Trader - Multi-Asset opening serves Baltimore, MD and will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. Applicants must be based in the Baltimore, MD area. The position adds Eastern Time preparation for the open, intraday risk review, and close control.

Compensation and Benefits

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

About the Role

The Baltimore, MD position owns live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Its working schedule covers Eastern Time preparation for the open, intraday risk review, and close control. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Baltimore Operating Focus

The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. Pre-market work confirms that research inputs and operating controls are ready before risk is active. During the session, the opening separates evidence collection from authority to change production behavior. Close review checks that escalation decisions were proportional, documented, and assigned to the correct follow-up process. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time preparation for the open, intraday risk review, and close control.

First Review Cycle

The Baltimore, MD opening begins with an end-to-end review of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time preparation for the open, intraday risk review, and close control. The review will keep research observations separate from live production decisions. Your initial work includes this task: Research cross-asset relationships without forcing unstable correlations. It also includes this task: Lead incident review and operating-control improvements. The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. The review must preserve the timing and source of each important input. The final note will connect the outcome to live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls and give another specialist enough detail to challenge the decision without a separate meeting.

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 Eastern Time preparation for the open, intraday risk review, and close control.

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 Baltimore, MD 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.