Quantitative Trader — Multi-Asset — Detroit

Anemoi Predictive Technology LLC.; Detroit (MI); Remote; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) with company matching

Flexible PTO

Parental leave

Learning budget

Remote-work setup

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Trader focused on multi-asset strategies. This Detroit-area opening emphasizes live cross-asset exposure, funding, and execution within Eastern Time market hours, supported by a small specialist team.

Expected to monitor cyclical conditions and ensure robust incident controls. The role requires 4+ years of systematic trading, strong derivatives and statistics knowledge, and Python proficiency.

Qualifications

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

Responsibilities

• Manage live cross-asset exposure and instrument-specific risk limits.
• Review execution quality, funding, rolls, and calendar effects.
• Research cross-asset relationships and avoid unstable correlations.
• Lead incident reviews and operating-control improvements.
• Own cross-asset exposure, funding/roll events, execution quality, and venue-specific risk during ET monitoring of market conditions.

Skills

Multi-asset trading

Derivatives knowledge

Statistics knowledge

Python programming

Tools

Python

Job description

Anemoi is hiring a fully remote Quantitative Trader — Multi-Asset based in the Detroit, MI area to trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. The opening is designed for Eastern Time monitoring of cyclical market conditions and the complete cash session.

Compensation and Benefits

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

About the Role

The Detroit, MI position owns live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Its working schedule covers Eastern Time monitoring of cyclical market conditions and the complete cash session. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Detroit Operating Focus

The Detroit opening emphasizes regime awareness, operational resilience, and practical analysis under changing conditions. Cyclical changes can make a relationship appear stable during one period and fail in another. This opening keeps regime assumptions visible and tests decisions under weaker conditions. The operating process also favors resilient controls that continue to work during high volume, missing data, or a sudden change in market behavior. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time monitoring of cyclical market conditions and the complete cash session.

First Review Cycle

In Detroit, MI, the first formal review will assess cross-asset exposure, funding and roll events, execution quality, and venue-specific risk under the normal controls used for Eastern Time monitoring of cyclical market conditions and the complete cash session. Any proposed response must remain within an approved limit. 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 Detroit opening emphasizes regime awareness, operational resilience, and practical analysis under changing conditions. The review must preserve the timing and source of each important input. 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 Eastern Time monitoring of cyclical market conditions and the complete cash 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 Detroit, MI 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.