Quantitative Trader — Multi-Asset — San Francisco

This San Francisco, CA-based, fully remote Quantitative Trader — Multi-Asset position will trade and evaluate systematic strategies across liquid equities, exchange-traded funds, futures, and foreign exchange. Applicants must live in the local area, which gives the team Pacific Time coverage of late-session behavior, system performance, and research handoffs.

Compensation and Benefits

About the Role

The central responsibility of the San Francisco, CA opening is live cross-asset exposure, instrument-specific mechanics, funding, rolls, execution, and incident controls. The assigned window includes Pacific Time coverage of late-session behavior, system performance, and research handoffs. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

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 cross-asset exposure, funding and roll events, execution quality, and venue-specific risk during Pacific Time coverage of late-session behavior, system performance, and research handoffs.

First Review Cycle

The first review cycle for San Francisco, CA starts with Pacific Time coverage of late-session behavior, system performance, and research handoffs. It will establish a measured baseline for cross-asset exposure, funding and roll events, execution quality, and venue-specific risk before the team proposes an operating change. Two assigned tasks anchor the evidence: Review execution quality, funding, rolls, and calendar effects; and Research cross-asset relationships without forcing unstable correlations. The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. The record must show how each result affected the review. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision to 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 coverage of late-session behavior, system performance, and research handoffs.

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 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.

How to Apply

Submit a current resume through the application form for the San Francisco, CA opening. A short cover letter is optional. We will contact qualified applicants about the interview process and next steps.

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.