Quantitative Trader — Multi-Asset — Seattle

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

Benefits offered by this job

Medical, dental, and vision coverage

401(k) with company match

Flexible paid time off

Paid parental leave

Learning budget

Remote-work setup support

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Quantitative Trader — Multi-Asset based in Seattle, WA. The role trades and evaluates systematic strategies across liquid equities, ETFs, futures, and FX, with Pacific Time monitoring and overnight data prep.

You will join a small group of specialists, own cross-asset exposure, execution quality, funding and rolls, and contribute to incident controls and operating improvements.

Qualifications

• 4+ years of systematic multi-asset trading experience.
• 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 monitoring of the U.S. close and preparation for overnight data workflows.

Skills

Derivatives knowledge

Statistics

Market mechanics

Systematic trading

Tools

Python

Job description

This fully remote Quantitative Trader — Multi-Asset opening serves Seattle, WA and will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. Applicants must be based in the Seattle, WA area. The position adds Pacific Time monitoring of the U.S. close and preparation for overnight data workflows.

Compensation and Benefits

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

About the Role

The Seattle, WA position owns live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Its working schedule covers Pacific Time monitoring of the U.S. close and preparation for overnight data workflows. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Seattle Operating Focus

The Seattle opening emphasizes resilient analytical systems, asynchronous collaboration, and well-tested operating changes. Pacific Time coverage gives this opening responsibility for the U.S. close and the transition into overnight processing. Asynchronous work must be self-contained: the evidence, decision, limitation, and requested action belong in the same record. Changes to analytical systems require failure tests and a clear return to the last known-good state. 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 the U.S. close and preparation for overnight data workflows.

First Review Cycle

The initial Seattle, WA review combines Pacific Time monitoring of the U.S. close and preparation for overnight data workflows with a controlled examination of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk. Each material observation needs a source, a time, and a defined owner. Two assigned tasks anchor the evidence: Research cross-asset relationships without forcing unstable correlations; and Lead incident review and operating-control improvements. The Seattle opening emphasizes resilient analytical systems, asynchronous collaboration, and well-tested operating changes. The record must show how each result affected the review. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for 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 the U.S. close and preparation for overnight data workflows.

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 Seattle, WA 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.