Digital-Asset Quantitative Trader — Boston

Anemoi Predictive Technology LLC; Boston, Northern (MA, KY); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical, dental, and vision support

401(k) matching

Flexible paid time off

Paid parental leave

Remote-work equipment support

Performance bonus eligibility

Job summary

Anemoi Predictive Technology LLC is hiring a fully remote Digital-Asset Quantitative Trader based in the Boston, MA area. In this role, you will be accountable for continuous-market coverage while providing research support during the U.S. trading session.

The position requires strong quantitative skills, extensive experience in digital assets, and the capacity to monitor various market risks. Benefits include comprehensive medical coverage, a 401(k) with matching, and flexible paid time off.

Qualifications

• Five or more years in quantitative trading, including digital assets.
• Experience with continuous markets, exchange APIs, and venue risk.
• Strong Python skills and operational discipline required.

Responsibilities

• Monitor positions, liquidity, venue exposure, and funding.
• Evaluate execution across centralized venues.
• Design weekend and overnight operating controls.
• Research market structure while respecting legal and counterparty limits.
• Own continuous-market exposure and shift handoffs.

Skills

Quantitative trading

Python

Statistics

Operational discipline

Continuous markets

Exchange APIs

Venue risk

Job description

The Boston, MA opening for a Digital-Asset Quantitative Trader is fully remote and restricted to applicants in that area. Its mandate is to build a controlled institutional process for liquid digital-asset markets while providing Eastern Time research challenge before the open and throughout the U.S. trading session.

Compensation and Benefits

Base salary: $185,000–$280,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the Boston, MA area
Experience: 5+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

In this Boston, MA role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Eastern Time research challenge before the open and throughout the U.S. trading session. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Boston Operating Focus

The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Independent challenge is built into the research schedule before any production decision. The opening must show how a conclusion changes under alternative samples, costs, and regimes. During live markets, deviations are recorded without forcing an immediate explanation, and later review determines whether the evidence supports a research or operating change. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Eastern Time research challenge before the open and throughout the U.S. trading session.

First Review Cycle

In Boston, MA, the first formal review will assess continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs under the normal controls used for Eastern Time research challenge before the open and throughout the U.S. trading session. Any proposed response must remain within an approved limit. The first evidence set will cover this task: Evaluate execution across centralized venues. The second will cover this task: Design weekend and overnight operating controls. The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Each material deviation receives a named follow-up owner. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision to continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls.

Responsibilities

• Monitor positions, liquidity, venue exposure, and funding
• Evaluate execution across centralized venues
• Design weekend and overnight operating controls
• Research market structure while respecting legal and counterparty limits
• Own continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Eastern Time research challenge before the open and throughout the U.S. trading session.

Required Qualifications

• Five or more years in quantitative trading, including digital assets
• Experience with continuous markets, exchange APIs, and venue risk
• Strong Python, statistics, and operational discipline

Preferred Qualifications

• Experience with custody workflows, funding markets, and fragmented liquidity
• A record of managing weekend, overnight, and venue-failure procedures
• Experience collaborating across time zones while maintaining the operating coverage assigned to the Boston, MA 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 leaveAnnual 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.