Quantitative Trader — Multi-Asset — Fresno

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

Benefits offered by this job

Medical/Dental/Vision benefits

401(k) with company match

PTO & holidays

Parental & caregiver leave

Learning & development budget

Home-office equipment support

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC. is seeking a Quantitative Trader — Multi-Asset to manage live cross-asset exposure across equities, ETFs, futures, and FX. The role features a fully remote arrangement for candidates based in the Fresno, CA area, with Pacific Time review of late-session liquidity and next-day research readiness.

Base salary ranges from $190,000 to $285,000 depending on experience. Requirements include 4+ years in systematic multi-asset trading, strong derivatives, statistics,

Qualifications

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

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 reviews and operating-control improvements.
• Own cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time review of late-session liquidity and next-day research readiness.

Skills

Systematic multi-asset trading

Derivatives knowledge

Statistics

Market mechanics

Python programming

Job description

The Fresno, CA 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 Pacific Time review of late-session liquidity and next-day research readiness.

Compensation and Benefits

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

About the Role

The central responsibility of the Fresno, CA opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Pacific Time review of late-session liquidity and next-day research readiness. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Fresno Operating Focus

The Fresno opening emphasizes complete close analysis, dependable data checks, and clear overnight handoffs. The Pacific Time schedule gives this opening ownership of close behavior, late data checks, and preparation for the following session. Any unresolved discrepancy must be visible before overnight processing begins. The handoff describes whether the issue affects research, production, execution, or only a non-critical reporting process. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time review of late-session liquidity and next-day research readiness.

First Review Cycle

During the initial operating review in Fresno, CA, you will examine cross-asset exposure, funding and roll events, execution quality, and venue-specific risk while the assigned schedule covers Pacific Time review of late-session liquidity and next-day research readiness. Normal controls remain in force throughout the review. Your initial work includes this task: Review execution quality, funding, rolls, and calendar effects. It also includes this task: Research cross-asset relationships without forcing unstable correlations. The Fresno opening emphasizes complete close analysis, dependable data checks, and clear overnight handoffs. The review must preserve the timing and source of each important input. At the end of the cycle, you will show how the evidence supports or challenges live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Open questions stay visible until another review resolves them.

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 Pacific Time review of late-session liquidity and next-day research readiness.

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 Fresno, CA 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.