Digital-Asset Quantitative Trader — Fresno

Anemoi Predictive Technology LLC; Fresno (CA); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical, dental, and vision plan

401(k) plan with company matching

Flexible PTO and holidays

Parental and caregiver leave

Learning budget

Remote-work equipment & home-office

Performance-bonus and equity eligible

Job summary

Anemoi Predictive Technology LLC in Fresno, CA is seeking a Digital-Asset Quantitative Trader to build a controlled institutional process for liquid markets. Applicants must live in the local area to enable Pacific Time review of late-session liquidity.

You will monitor positions, liquidity, venue exposure, and funding; evaluate execution across centralized venues; and design weekend and overnight operating controls. Strong Python and statistical skills are essential.

Qualifications

• Five+ 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 Pacific Time review of late-session liquidity and next-day research readiness.

Skills

Quantitative trading

Digital assets

Market knowledge

Tools

Python

API integration

Trading libraries

Job description

This Fresno, CA-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 Pacific Time review of late-session liquidity and next-day research readiness.

Compensation and Benefits

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

About the Role

In this Fresno, CA role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Pacific Time review of late-session liquidity and next-day research readiness. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Fresno Operating Focus

The Fresno opening emphasizes complete close analysis, dependable data checks, and clear overnight handoffs. The Pacific Time schedule gives this opening ownership of close behavior, late data checks, and preparation for the following session. Any unresolved discrepancy must be visible before overnight processing begins. The handoff describes whether the issue affects research, production, execution, or only a non-critical reporting process. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time review of late-session liquidity and next-day research readiness.

First Review Cycle

For the first complete work cycle in Fresno, CA, you will use Pacific Time review of late-session liquidity and next-day research readiness to test how the team measures and escalates changes in continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs. The review joins two pieces of work: Evaluate execution across centralized venues; and Design weekend and overnight operating controls. The Fresno opening emphasizes complete close analysis, dependable data checks, and clear overnight handoffs. You will document where the results agree, where they differ, and what needs another test. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome through 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 Pacific Time review of late-session liquidity and next-day research readiness.

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 Fresno, 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.