Quantitative Trader — Multi-Asset — Sacramento

Anemoi Predictive Technology LLC.; Sacramento, Northern (CA, KY); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) Matching

Remote work setup

Learning budget

Parental leave

Job summary

In Sacramento, CA, Anemoi Predictive Technology LLC is seeking a quantitative trader to trade across multi-asset classes. The role offers fully remote work with residency in the Sacramento area to align with Pacific Time monitoring of policy-sensitive events, the U.S.

close, and after-hours review. You will be accountable for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls, while collaborating across time zones.

Qualifications

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

Responsibilities

• Manage live cross-asset exposure, instrument-specific risk limits.
• Review execution quality, funding, rolls, and calendar effects.
• Research cross-asset relationships without forcing unstable correlations.
• Lead incident reviews and operating-control improvements.
• Own cross-asset exposure and venue-specific risk during Pacific Time monitoring.

Skills

Systematic multi-asset trading

Derivatives knowledge

Statistics knowledge

Python programming

Job description

This Sacramento, CA-based, fully remote Quantitative Trader — Multi-Asset position will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. Applicants must live in the local area, which gives the team Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

Compensation and Benefits

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

About the Role

In this Sacramento, CA role, you will be accountable for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls while supporting Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Sacramento Operating Focus

The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Policy-sensitive events require careful source control and a clear record of what was known at each time. This opening reviews late-session behavior without implying that price proves a specific cause. After-hours analysis separates immediate operating needs from research questions that deserve a slower and more complete test. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

First Review Cycle

Your first documented cycle for the Sacramento, CA opening will test the operating process for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. The objective is a reproducible baseline, not a quick narrative. The cycle requires this task: Lead incident review and operating-control improvements. A separate check covers this task: Manage live exposures and instrument-specific risk limits. The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Neither check can rely only on an informal message or market story. 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 Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

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 Sacramento, 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.