Quantitative Trader — Multi-Asset — Washington

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

Benefits offered by this job

Medical Dental Vision

401(k) Matching

Flexible PTO

Parental Leave

Learning Budget

Home-office Support

Bonus & Equity

Job summary

Anemoi Predictive Technology LLC in the Washington, DC area seeks a fully remote Quantitative Trader — Multi-Asset to trade and evaluate systematic strategies across liquid equities, ETFs, futures, and FX. The role centers on Eastern Time monitoring of market events and requires ownership of cross-asset exposure, funding, rolls, and execution quality.

The position demands 4+ years in systematic trading, strong derivatives and statistics knowledge, and Python or similar programming experience.

Qualifications

• Four or more 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 Eastern Time monitoring and close review

Skills

Systematic multi-asset trading

Derivatives knowledge

Statistics

Python programming

Job description

Based in the Washington, DC area, this fully remote Quantitative Trader — Multi-Asset will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. The operating schedule centers on Eastern Time monitoring of market events, policy-sensitive sessions, and close review.

Compensation and Benefits

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

About the Role

The Washington, DC position owns live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. Its working schedule covers Eastern Time monitoring of market events, policy-sensitive sessions, and close review. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Washington Operating Focus

The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. Scheduled policy events and unexpected public announcements can change market conditions quickly. This opening verifies source timing, separates confirmed information from interpretation, and avoids treating a headline as proof of a durable regime. Event procedures define exposure checks, communication order, and the point when normal operations resume. For this role, that means direct ownership of cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time monitoring of market events, policy-sensitive sessions, and close review.

First Review Cycle

Your first documented cycle for the Washington, DC opening will test the operating process for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Eastern Time monitoring of market events, policy-sensitive sessions, and close review. The objective is a reproducible baseline, not a quick narrative. The cycle requires this task: Research cross-asset relationships without forcing unstable correlations. A separate check covers this task: Lead incident review and operating-control improvements. The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. Neither check can rely only on an informal message or market story. 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 Eastern Time monitoring of market events, policy-sensitive sessions, and close 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 Washington, DC 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.