Quantitative Trader — Multi-Asset — Boston

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

Benefits offered by this job

Medical, dental, and vision plan

401(k) with company matching

Flexible PTO

Paid parental leave

Learning budget

Remote-work equipment

Performance bonus and equity

Job summary

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Trader – Multi-Asset based in the Boston, MA area to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX.

The role emphasizes live cross-asset exposure, execution quality, and incident controls during Eastern Time sessions. Base salary ranges from $190,000 to $285,000 annually, with performance-based bonus and equity eligibility.

Qualifications

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

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 research challenge before the open and throughout the U.S. trading session.

Skills

Python

Systematic trading

Derivatives knowledge

Job description

From Boston, MA, the fully remote Quantitative Trader — Multi-Asset will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. This opening is limited to applicants based in the Boston, MA area and provides Eastern Time research challenge before the open and throughout the U.S. trading session.

Compensation and Benefits

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

About the Role

The central responsibility of the Boston, MA opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Eastern Time research challenge before the open and throughout the U.S. trading session. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Boston Operating Focus

The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Independent challenge is built into the research schedule before any production decision. The opening must show how a conclusion changes under alternative samples, costs, and regimes. During live markets, deviations are recorded without forcing an immediate explanation, and later review determines whether the evidence supports a research or operating change. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time research challenge before the open and throughout the U.S. trading session.

First Review Cycle

The initial Boston, MA review combines Eastern Time research challenge before the open and throughout the U.S. trading session 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: Review execution quality, funding, rolls, and calendar effects. A separate check covers this task: Research cross-asset relationships without forcing unstable correlations. The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Neither check can rely only on an informal message or market story. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome through 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 Eastern Time research challenge before the open and throughout the U.S. trading session.

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 Boston, MA 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.