Senior Systematic Trader — U.S. Equities — San Francisco

Anemoi Predictive Technology LLC.; San Francisco (CA); Remote; USD 225.000 - 325.000; Vollzeit

Benefits dieser Stelle

Performance bonus

Equity eligibility

Remote-work equipment

Zusammenfassung

Anemoi Predictive Technology LLC in the San Francisco Bay Area seeks a Senior Systematic Trader focused on U.S. equities.

This fully remote role oversees live strategy, execution quality, and risk controls for Pacific Time coverage, with cross-team collaboration across research, engineering, and trading. You will own live exposure, post-trade review, escalation, and production-prototype work, while contributing to performance improvements.

Qualifikationen

• Seven or more years in systematic trading or electronic markets
• Direct experience with U.S.-equity execution and market structure
• Calm, documented decision-making under live-market pressure

Aufgaben

• Monitor strategies, exposures, limits, and execution quality
• Investigate slippage, drift, and unusual market behavior
• Define escalation and controlled-shutdown procedures
• Work with research on production experiments and post-trade review
• Own live equity exposure, execution quality, escalation, and post-trade review during Pacific Time coverage of late-session behavior, system performance, and research handoffs.

Jobbeschreibung

Based in the San Francisco, CA area, this fully remote Senior Systematic Trader — U.S. Equities will own daily oversight and continued improvement of systematic U.S.-equity trading. The operating schedule centers on Pacific Time coverage of late-session behavior, system performance, and research handoffs.

Compensation and Benefits

Base salary: $225,000–$325,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the San Francisco, CA area
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

This opening gives the San Francisco, CA hire responsibility for live strategy supervision, exposure limits, execution review, incident response, and controlled production experiments, with operating coverage focused on Pacific Time coverage of late-session behavior, system performance, and research handoffs. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

San Francisco Operating Focus

The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. The work combines quantitative review with production discipline during the final hours of the U.S. session. System behavior, data quality, and market evidence are assessed separately before a change is proposed. After the close, the opening prepares technical findings that Eastern Time colleagues can evaluate before the next market day. For this role, that means direct ownership of live equity exposure, execution quality, escalation, and post-trade review during Pacific Time coverage of late-session behavior, system performance, and research handoffs.

First Review Cycle

In San Francisco, CA, the first formal review will assess live equity exposure, execution quality, escalation, and post-trade review under the normal controls used for Pacific Time coverage of late-session behavior, system performance, and research handoffs. Any proposed response must remain within an approved limit. The review joins two pieces of work: Investigate slippage, drift, and unusual market behavior; and Define escalation and controlled-shutdown procedures. The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. You will document where the results agree, where they differ, and what needs another test. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate live strategy supervision, exposure limits, execution review, incident response, and controlled production experiments without private context.

Responsibilities

• Monitor strategies, exposures, limits, and execution quality
• Investigate slippage, drift, and unusual market behavior
• Define escalation and controlled-shutdown procedures
• Work with research on production experiments and post-trade review
• Own live equity exposure, execution quality, escalation, and post-trade review during Pacific Time coverage of late-session behavior, system performance, and research handoffs.

Required Qualifications

• Seven or more years in systematic trading or electronic markets
• Direct experience with U.S.-equity execution and market structure
• Calm, documented decision-making under live-market pressure

Preferred Qualifications

• Experience supervising multiple systematic strategies in production
• Knowledge of broker controls, market incidents, and trading-system recovery
• Experience collaborating across time zones while maintaining the operating coverage assigned to the San Francisco, 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.