Digital-Asset Quantitative Trader — Dallas

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

Benefits offered by this job

Medical, dental, and vision plan

401(k) with company matching

Flexible paid time off

Parental and caregiver leave

Learning budget

Remote-work equipment

Performance bonus and equity

Job summary

Anemoi Predictive Technology LLC in Dallas, TX seeks a Digital-Asset Quantitative Trader for continuous-market coverage and risk coordination. You will manage venue exposure, funding, and custody constraints while aligning with Central Time market-open decisions.

The role emphasizes explicit communication, defined escalation, and auditable records, with a remote setup for the Dallas-area applicant base.

Qualifications

• Five or more years in quantitative trading, including digital assets.
• Experience with continuous markets 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.

Skills

Quant trading

Continuous markets

Python

Statistics

Operational discipline

Tools

Exchange APIs

Job description

This Dallas, TX-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 of market-open decisions and cross-team risk review.

Compensation and Benefits

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

About the Role

In this Dallas, TX role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Central Time coordination of market-open decisions and cross-team risk review. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Dallas Operating Focus

The Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. The operating day joins pre-market readiness, live risk review, and production follow-through. This opening must make cross-team decisions measurable by recording the trigger for escalation, the person who approved the response, and the condition that ends it. Routine work should be automated only after its failure behavior is understood. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time coordination of market-open decisions and cross-team risk review.

First Review Cycle

The first review cycle for Dallas, TX starts with Central Time coordination of market-open decisions and cross-team risk review. 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 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 Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. Each material deviation receives a named follow-up owner. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for 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 of market-open decisions and cross-team risk review.

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 Dallas, TX 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.