Quantitative Trader — Multi-Asset — San Diego

Anemoi Predictive Technology LLC.; San Diego (CA); Hybride; USD 190 000 - 285 000; Plein temps

Avantages offerts par ce poste

Health plan

401(k) plan

Flexible PTO

Parental leave

Learning budget

Remote-office support

Equity eligibility

Résumé du poste

Anemoi Predictive Technology LLC. is seeking a fully remote Quantitative Trader – Multi-Asset based in the San Diego, CA area to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX, with Pacific Time coverage of late-session liquidity.

This role requires 4+ years of experience, collaboration with research, engineering, trading and risk teams, and a base salary of $190,000–$285,000 USD with performance bonus and equity eligibility.

Qualifications

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

Responsabilités

• 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 reviews and operating-control improvements.
• Own cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time coverage.

Connaissances

Multi-asset trading

Derivatives knowledge

Statistics

Python

Description du poste

Anemoi is hiring a fully remote Quantitative Trader — Multi-Asset based in the San Diego, 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 late-session liquidity and post-close validation.

Compensation and Benefits

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

About the Role

This opening gives the San Diego, CA hire responsibility for live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls, with operating coverage focused on Pacific Time coverage of late-session liquidity and post-close validation. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

San Diego Operating Focus

The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. This opening concentrates on the later part of the U.S. session, when liquidity can change quickly around the close. It also reviews after-hours results and system behavior before the next day begins. Written handoffs must separate completed work, active risk, and research questions that do not require an immediate trading response. 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 late-session liquidity and post-close validation.

First Review Cycle

For the first complete work cycle in San Diego, CA, you will use Pacific Time coverage of late-session liquidity and post-close validation 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: Manage live exposures and instrument-specific risk limits; and Review execution quality, funding, rolls, and calendar effects. The San Diego opening emphasizes careful West Coast review and complete handoffs for the next trading day. The record must show how each result affected the review. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls from the same starting facts.

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 late-session liquidity and post-close validation.

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 San Diego, 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.