Quantitative Trader — Multi-Asset — Kansas City

Anemoi Predictive Technology LLC.; Kansas City (MO); Remote; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) plan

Paid time off

Parental leave

Learning budget

Remote equipment

Job summary

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Trader — Multi-Asset based in the Kansas City, MO area.

The role focuses on live cross-asset exposure, instrument-specific mechanics, funding, rolls, and execution with Central Time oversight that blends morning research review and live-market supervision. Applicants should have 4+ years of systematic multi-asset trading, strong derivatives knowledge, and Python or equivalent programming experience.

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 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 and execution quality during Central Time oversight.

Skills

Quant trading

Derivatives knowledge

Statistics

Market mechanics

Python

Job description

From Kansas City, MO, the fully remote Quantitative Trader — Multi-Asset will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. This opening is limited to applicants based in the Kansas City, MO area and provides Central Time oversight that joins morning research review with live-market supervision.

Compensation and Benefits

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

About the Role

The central responsibility of the Kansas City, MO opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Central Time oversight that joins morning research review with live-market supervision. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Kansas City Operating Focus

The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. The Central Time schedule provides room for both morning research challenge and full live-session supervision. This opening decides when new evidence is strong enough to require escalation and when observation should continue. Research-to-trading transfers name the intended use, limit, monitoring plan, and condition that ends the experiment. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time oversight that joins morning research review with live-market supervision.

First Review Cycle

The Kansas City, MO opening begins with an end-to-end review of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Central Time oversight that joins morning research review with live-market supervision. The review will keep research observations separate from live production decisions. Two assigned tasks anchor the evidence: Review execution quality, funding, rolls, and calendar effects; and Research cross-asset relationships without forcing unstable correlations. The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. The record must show how each result affected the review. 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 oversight that joins morning research review with live-market supervision.

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 Kansas City, MO 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.