Quantitative Trader — Multi-Asset — New York

Anemoi Predictive Technology LLC.; New York (NY); Remote; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, vision

401(k) plan with company matching

Flexible PTO and holidays

Parental and caregiver leave

Learning budget and professional dev

Job summary

Anemoi Predictive Technology LLC. is seeking a Quantitative Trader — Multi-Asset based in New York, NY, with fully remote work arrangements for candidates in the New York area. The role focuses on live cross-asset exposure, instrument-specific mechanics, funding, rolls, and execution within the early U.S.

market prep and the Eastern Time cash session. Requirements include 4+ years in systematic multi-asset trading, strong knowledge of derivatives and market mechanics, and Python or equivalent

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 early U.S. market preparation and the full Eastern Time cash session.

Skills

Systematic multi-asset trading

Python programming

Job description

From New York, NY, 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 New York, NY area and provides early U.S. market preparation and the full Eastern Time 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 New York, NY area
Experience: 4+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

The central responsibility of the New York, NY opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes early U.S. market preparation and the full Eastern Time cash session. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

New York Operating Focus

The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Daily work begins before the cash open with overnight-gap review, scheduled-event checks, and clear escalation ownership. Opening and closing auctions receive separate analysis because each can create different liquidity and execution conditions. Post-close records must explain what changed, what remained uncertain, and which issue carries into the next session. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during early U.S. market preparation and the full Eastern Time cash session.

First Review Cycle

During the initial operating review in New York, NY, you will examine cross-asset exposure, funding and roll events, execution quality, and venue-specific risk while the assigned schedule covers early U.S. market preparation and the full Eastern Time cash session. Normal controls remain in force throughout the review. Two assigned tasks anchor the evidence: Review execution quality, funding, rolls, and calendar effects; and Research cross-asset relationships without forcing unstable correlations. The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. The record must show how each result affected the review. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for 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 early U.S. market preparation and the full Eastern Time 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 New York, NY 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.