Digital-Asset Quantitative Trader — Chicago

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

Benefits offered by this job

Medical plan

Dental & Vision

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home-office support

Performance bonus

Job summary

Anemoi Predictive Technology LLC, based in Chicago, IL, offers a fully remote Digital-Asset Quantitative Trader role. Applicants must reside in the Chicago area to synchronize Central Time across cash equities, listed derivatives, and offshore schedules while building a controlled institutional process for liquid digital-asset markets.

We seek 5+ years in quantitative trading, with expertise in continuous markets, venue risk, and Python-based analytics.

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.

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 Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

Skills

Quantitative trading

Continuous markets

Python

Statistical analysis

Operational discipline

Venue risk

Job description

This Chicago, IL-based, fully remote Digital-Asset Quantitative Trader position will build a controlled institutional process for liquid digital-asset markets. Applicants must live in the local area, which gives the team Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

Compensation and Benefits

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

About the Role

The central responsibility of the Chicago, IL opening is continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. The assigned window includes Central Time coordination across cash equities, listed derivatives, and both coastal schedules. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Chicago Operating Focus

The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. The Central Time window connects overnight futures behavior, the equity open, listed-derivative activity, and the afternoon cash close in one working day. The role must separate information that transfers across instruments from relationships that only appear during a short regime. Any production response needs an owner, a limit, and a review time. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

First Review Cycle

The first review cycle for Chicago, IL starts with Central Time coordination across cash equities, listed derivatives, and both coastal schedules. It will establish a measured baseline for continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs before the team proposes an operating change. The review joins two pieces of work: Research market structure while respecting legal and counterparty limits; and Monitor positions, liquidity, venue exposure, and funding. The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. You will document where the results agree, where they differ, and what needs another test. The final handoff will name the current state, the responsible person, and the next verification step. It will preserve a clear path back 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 Central Time coordination across cash equities, listed derivatives, and both coastal schedules.

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 Chicago, IL 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.