Quantitative Trader — Multi-Asset — Houston

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

Benefits offered by this job

Medical, dental, and vision plan

401(k) with company matching

Flexible paid time off

Parental and caregiver leave

Learning and development budget

Remote-work equipment support

Job summary

Anemoi Predictive Technology LLC in Houston, TX is seeking a Quantitative Trader — Multi-Asset for a fully remote role. You will trade and evaluate systematic strategies across equities, ETFs, futures, and FX, with Central Time monitoring of the complete U.S. trading day.

The position emphasizes connecting research, engineering, trading, and risk, owning cross-asset exposure, funding/roll events, execution quality, and venue-specific risk for robust risk management.

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 cross-asset exposure and instrument-specific risk.
• Review execution quality, funding, rolls, and calendar effects.
• Research cross-asset relationships without forcing unstable correlations.
• Lead incident review and operating-control improvements.
• Own exposure, funding and roll events, execution quality, and venue risk during CT monitoring.

Skills

Systematic multi-asset trading

Derivatives knowledge

Python programming

Tools

Python

Job description

Based in the Houston, TX area, this fully remote Quantitative Trader — Multi-Asset will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. The operating schedule centers on Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Compensation and Benefits

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

About the Role

This opening gives the Houston, TX hire responsibility for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls, with operating coverage focused on Central Time monitoring of cross-asset conditions and the complete U.S. trading day. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Houston Operating Focus

The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. Cross-asset review becomes important when energy prices, rates, currencies, and equity risk move together. The opening must test whether those links are stable enough to affect a decision or are only a temporary reaction. Research and trading records must identify the exact evidence used without turning a market story into an unsupported conclusion. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

First Review Cycle

The first review cycle for Houston, TX starts with Central Time monitoring of cross-asset conditions and the complete U.S. trading day. It will establish a measured baseline for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk before the team proposes an operating change. Two assigned tasks anchor the evidence: Manage live exposures and instrument-specific risk limits; and Review execution quality, funding, rolls, and calendar effects. The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. The record must show how each result affected the review. The cycle ends with a short decision record, its limit, the next check, and each unresolved question. Another specialist must be able to trace the work 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 Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

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 Houston, 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.