Digital-Asset Quantitative Trader — Fort Worth

Anemoi Predictive Technology LLC; Fort Worth (TX); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home-office support

Performance bonus

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Digital-Asset Quantitative Trader based in the Fort Worth, TX area. The role focuses on building an institutional process for liquid digital markets with Central Time supervision of intraday controls and end-of-session reviews.

The position requires 5+ years in quantitative trading, experience with continuous markets and venue risk, and strong Python and statistical skills.

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 supervision of intraday controls and end-of-session operating review.

Skills

Python

Statistics

Operational discipline

Quantitative trading

Job description

This fully remote Digital-Asset Quantitative Trader opening serves Fort Worth, TX and will build a controlled institutional process for liquid digital-asset markets. Applicants must be based in the Fort Worth, TX area. The position adds Central Time supervision of intraday controls and end-of-session operating review.

Compensation and Benefits

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

About the Role

This opening gives the Fort Worth, TX hire responsibility for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls, with operating coverage focused on Central Time supervision of intraday controls and end-of-session operating review. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Fort Worth Operating Focus

The Fort Worth opening emphasizes practical risk ownership, concise communication, and repeatable daily procedures. This role uses a steady Central Time cadence: readiness checks, live supervision, close reconciliation, and a short improvement queue. Unusual activity must be handled without weakening normal controls. Each operational change needs a testable purpose and a rollback path that another team member can execute. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time supervision of intraday controls and end-of-session operating review.

First Review Cycle

The Fort Worth, TX opening begins with an end-to-end review of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time supervision of intraday controls and end-of-session operating review. The review will keep research observations separate from live production decisions. The review joins two pieces of work: Design weekend and overnight operating controls; and Research market structure while respecting legal and counterparty limits. The Fort Worth opening emphasizes practical risk ownership, concise communication, and repeatable daily procedures. You will document where the results agree, where they differ, and what needs another test. At the end of the cycle, you will show how the evidence supports or challenges continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. Open questions stay visible until another review resolves them.

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 supervision of intraday controls and end-of-session operating 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 Fort Worth, 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.