Quantitative Trader — Multi-Asset — Los Angeles

Anemoi Predictive Technology LLC.; Los Angeles (CA); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical, dental and vision

401(k) plan with company matching

Flexible paid time off and company H

Paid parental leave

Annual learning budget

Remote-work equipment & home-office

Performance-bonus and equity

Job summary

Anemoi Predictive Technology LLC. is hiring a fully remote Quantitative Trader — Multi-Asset based in the Los Angeles, CA area. The role trades systematic strategies across equities, ETFs, futures, and FX, aligned to Pacific Time coverage of the U.S.

close and after-hours research handoff. The position requires 4+ years of experience, strong derivatives/ statistics knowledge, and Python or similar quantitative programming skills.

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 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 coverage of the U.S. close and the after-hours research handoff.

Skills

Derivatives knowledge

Statistics knowledge

Market mechanics knowledge

Multi-asset trading

Tools

Python

Job description

Anemoi is hiring a fully remote Quantitative Trader — Multi-Asset based in the Los Angeles, CA area to trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. The opening is designed for Pacific Time coverage of the U.S. close and the after-hours research handoff.

Compensation and Benefits

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

About the Role

The Los Angeles, CA position owns live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Its working schedule covers Pacific Time coverage of the U.S. close and the after-hours research handoff. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Los Angeles Operating Focus

The Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. The schedule gives this opening direct ownership of the closing auction, late-session liquidity changes, and earnings or corporate events released after the U.S. close. Morning overlap with Eastern Time is reserved for decisions that need live discussion. Later work must leave a complete record for the next pre-market review. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time coverage of the U.S. close and the after-hours research handoff.

First Review Cycle

For the first complete work cycle in Los Angeles, CA, you will use Pacific Time coverage of the U.S. close and the after-hours research handoff to test how the team measures and escalates changes in cross-asset exposure, funding and roll events, execution quality, and venue-specific risk. The cycle requires this task: Research cross-asset relationships without forcing unstable correlations. A separate check covers this task: Lead incident review and operating-control improvements. The Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. Neither check can rely only on an informal message or market story. 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 coverage of the U.S. close and the after-hours research handoff.

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 Los Angeles, 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.