Quantitative Trader — Multi-Asset — Chicago

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

Benefits offered by this job

Medical, dental, and vision coverage

401(k) plan with company matching

Flexible paid time off and holidays

Parental and caregiver leave

Job summary

Anemoi Predictive Technology LLC. in the United States seeks a Quantitative Trader — Multi-Asset to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX.

The role supports Central Time coordination across cash equities, listed derivatives, and futures while operating in a fully remote setup restricted to the Chicago area. The position offers a base salary of $190,000–$285,000 USD with performance bonuses and equity eligibility.

Qualifications

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

Responsibilities

• Manage live cross-asset exposure 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 coordination across cash equities, listed derivatives, and both coastal schedules.

Skills

Multi-asset trading

Derivatives knowledge

Statistics

Python

Job description

The Chicago, IL opening for a Quantitative Trader — Multi-Asset is fully remote and restricted to applicants in that area. Its mandate is to trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange while providing Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

Compensation and Benefits

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

About the Role

In this Chicago, IL role, you will be accountable for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls while supporting Central Time coordination across cash equities, listed derivatives, and both coastal schedules. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Chicago Operating Focus

The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. The Central Time window connects overnight futures behavior, the equity open, listed-derivative activity, and the afternoon cash close in one working day. The role must separate information that transfers across instruments from relationships that only appear during a short regime. Any production response needs an owner, a limit, and a review time. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

First Review Cycle

Your first documented cycle for the Chicago, IL opening will test the operating process for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time coordination across cash equities, listed derivatives, and both coastal schedules. The objective is a reproducible baseline, not a quick narrative. Your initial work includes this task: Lead incident review and operating-control improvements. It also includes this task: Manage live exposures and instrument-specific risk limits. The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. The review must preserve the timing and source of each important input. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision 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 coordination across cash equities, listed derivatives, and both coastal schedules.

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 Chicago, IL 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.