Quantitative Trader — Multi-Asset — Dallas

Anemoi Predictive Technology LLC.; Dallas (TX); Hybrid; USD 190.000 - 285.000; Vollzeit

Benefits dieser Stelle

Medical plan

Dental plan

Vision plan

401(k) plan

Paid time off

Company holidays

Parental leave

Learning budget

Remote-work equipment

Equity eligibility

Performance bonus

Zusammenfassung

Anemoi Predictive Technology LLC in Dallas, TX seeks a Quantitative Trader — Multi-Asset. The role is fully remote for applicants based in the Dallas area, focusing on live cross-asset exposure across equities, ETFs, futures, and FX, with Central Time coordination of market-open decisions and cross-team risk review.

You will own execution quality, funding and roll events, and instrument-specific risk, while driving reproducible processes, clear escalation, and robust incident reviews.

Qualifikationen

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

Aufgaben

• 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 of market-open decisions and cross-team risk review.

Kenntnisse

Multi-asset trading

Derivatives knowledge

Statistics

Market mechanics

Python

Jobbeschreibung

The Dallas, TX 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 of market-open decisions and cross-team risk review.

Compensation and Benefits

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

About the Role

The central responsibility of the Dallas, TX opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Central Time coordination of market-open decisions and cross-team risk review. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Dallas Operating Focus

The Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. The operating day joins pre-market readiness, live risk review, and production follow-through. This opening must make cross-team decisions measurable by recording the trigger for escalation, the person who approved the response, and the condition that ends it. Routine work should be automated only after its failure behavior is understood. 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 of market-open decisions and cross-team risk review.

First Review Cycle

Your first documented cycle for the Dallas, TX opening will test the operating process for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time coordination of market-open decisions and cross-team risk review. The objective is a reproducible baseline, not a quick narrative. 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 Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. Neither check can rely only on an informal message or market story. Completion requires a repeatable evidence path, a clear response boundary, and a time for the next check. Those records must connect directly 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 of market-open decisions and cross-team risk review.

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 Dallas, 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.