Quantitative Trader — Multi-Asset — Raleigh

Anemoi Predictive Technology LLC.; Raleigh (NC); Remote; USD 190,000 - 285,000; Full time

Job summary

The Raleigh, NC 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, ETFs, futures, and forex while providing Eastern Time collaboration across quantitative research, data systems, and market operations.

In this role you will manage live cross-asset exposure, instrument-specific mechanics, funding, rolls, and execution quality, with a strong emphasis on

Qualifications

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

Responsibilities

• Manage live cross-asset exposure 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 Eastern Time collaboration across quantitative research, data systems, and market operations.

Skills

Multi-asset trading

Derivatives & stats knowledge

Python programming

Job description

The Raleigh, NC 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 Eastern Time collaboration across quantitative research, data systems, and market operations.

Compensation and Benefits

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

About the Role

In this Raleigh, NC role, you will be accountable for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls while supporting Eastern Time collaboration across quantitative research, data systems, and market operations. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Raleigh Operating Focus

The Raleigh opening emphasizes reproducible analysis, strong technical partnerships, and disciplined production review. The opening works across quantitative research, data engineering, and market operations, so interface quality matters as much as individual analysis. Inputs, outputs, owners, and failure behavior must be explicit. Eastern Time coverage also allows a complete production review before results move into an overnight research or data workflow. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time collaboration across quantitative research, data systems, and market operations.

First Review Cycle

In Raleigh, NC, the first formal review will assess cross-asset exposure, funding and roll events, execution quality, and venue-specific risk under the normal controls used for Eastern Time collaboration across quantitative research, data systems, and market operations. Any proposed response must remain within an approved limit. Your initial work includes this task: Lead incident review and operating-control improvements. It also includes this task: Manage live exposures and instrument-specific risk limits. The Raleigh opening emphasizes reproducible analysis, strong technical partnerships, and disciplined production review. The review must preserve the timing and source of each important input. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome 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 Eastern Time collaboration across quantitative research, data systems, and market operations.

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 Raleigh, NC 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.