Quantitative Trader Multi-Asset San Jose

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.