Quantitative Trader — Multi-Asset — Oklahoma City

Anemoi Predictive Technology LLC.; Oklahoma City, Northern (OK, KY); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision plan

401(k) match

Flexible PTO and holidays

Parental and caregiver leave

Learning budget

Remote-work equipment support

Performance bonus and equity

Job summary

Anemoi Predictive Technology LLC in Oklahoma City seeks a Quantitative Trader — Multi-Asset to trade and evaluate systematic strategies across liquidity pools, including equities, ETFs, futures, and FX. The role provides Central Time oversight of cross-asset conditions and full-session controls while working remotely for candidates based in the Oklahoma City area.

You will manage live exposures and risk limits, review execution quality, funding, and calendar effects, and lead incident reviews.

Qualifications

• Four or more years of systematic multi-asset trading experience.
• Strong derivatives, statistics, and market mechanics knowledge.
• Python or comparable quantitative programming experience.

Responsibilities

• Manage live cross-asset exposure and risk limits.
• Oversee execution quality, funding, rolls, and calendar effects.
• Lead incident reviews and operating-control improvements.
• Provide Central Time oversight of cross-asset conditions and controls.

Skills

Cross-asset trading

Derivatives knowledge

Statistics knowledge

Market mechanics knowledge

Tools

Python

Job description

The Oklahoma City, OK 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 Central Time oversight of cross-asset conditions and full-session operating controls.

Compensation and Benefits

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

About the Role

The central responsibility of the Oklahoma City, OK opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Central Time oversight of cross-asset conditions and full-session operating controls. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Oklahoma City Operating Focus

The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow-up. Cross-asset conditions are reviewed at set points rather than only after a large move attracts attention. When markets behave unusually, the opening first contains operational risk, then investigates causes. Follow-up work must distinguish a resolved incident from a temporary workaround and assign a date for permanent correction. 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 of cross-asset conditions and full-session operating controls.

First Review Cycle

For the first complete work cycle in Oklahoma City, OK, you will use Central Time oversight of cross-asset conditions and full-session operating controls to test how the team measures and escalates changes in cross-asset exposure, funding and roll events, execution quality, and venue-specific risk. Two assigned tasks anchor the evidence: Review execution quality, funding, rolls, and calendar effects; and Research cross-asset relationships without forcing unstable correlations. The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow-up. 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 oversight of cross-asset conditions and full-session operating controls.

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 Oklahoma City, OK 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.