Quantitative Trader — Multi-Asset — San Jose

Anemoi Predictive Technology LLC.; San Jose (CA); Hybrid; USD 190,000 - 285,000; Full time

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home-office equipment

Remote-work support

Performance bonus

Equity eligibility

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Quantitative Trader – Multi-Asset based in the San Jose, CA area to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX, with Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

The role centers on live cross-asset exposure, instrument-specific mechanics, funding, rolls, and execution quality, with four or more years in systematic trading and Python or similar

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 Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

Skills

Multi-asset trading

Derivatives knowledge

Statistics

Python programming

Job description

From San Jose, CA, 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 San Jose, CA area and provides Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

Compensation and Benefits

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

About the Role

The central responsibility of the San Jose, CA opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

San Jose Operating Focus

The San Jose opening emphasizes scalable research systems, measurable latency, and careful release validation. Large datasets and time-sensitive systems need separate measures for correctness, latency, and cost. The opening reviews the U.S. close while also preparing overnight workflows that must be ready before the next session. Production improvements are accepted only when tests show that speed did not weaken point-in-time integrity or auditability. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

First Review Cycle

In San Jose, CA, 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 Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing. Any proposed response must remain within an approved limit. Your initial work includes this task: Review execution quality, funding, rolls, and calendar effects. It also includes this task: Research cross-asset relationships without forcing unstable correlations. The San Jose opening emphasizes scalable research systems, measurable latency, and careful release validation. The review must preserve the timing and source of each important input. The final note will connect the outcome to live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls and give another specialist enough detail to challenge the decision without a separate meeting.

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 review of data-intensive workflows, the U.S. close, and overnight processing.

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 Jose, 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.