Digital-Asset Quantitative Trader — Kansas City

AP Terminal; Kansas City (MO); Sur place; USD 198 000 - 267 000; Plein temps

Avantages offerts par ce poste

Medical, dental, and vision coverage

401(k) match

Flexible paid time off

Parental and caregiver leave

Learning and development budget

Remote-work equipment support

Bonus and equity eligibility

Résumé du poste

Anemoi Predictive Technology LLC is seeking a Digital-Asset Quantitative Trader in the Kansas City, MO area. This fully remote role supports Central Time oversight, morning research, and live-market supervision, with ownership of continuous-market exposure and venue risk.

The candidate will monitor funding, custody constraints, and weekend controls while coordinating across time zones. 5+ years in quantitative trading, including digital assets, is required.

Qualifications

• 5+ years of experience in quantitative trading, including digital assets.
• Experience with continuous markets and venue exposure.
• Strong Python and statistics skills and disciplined operations.

Responsabilités

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

Connaissances

Quantitative trading

Python

Exchange APIs

Risk management

Operational discipline

Description du poste

The Kansas City, MO 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 Central Time oversight that joins morning research review with live-market supervision.

Compensation and Benefits

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

About the Role

In this Kansas City, MO role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Central Time oversight that joins morning research review with live-market supervision. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Kansas City Operating Focus

The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. The Central Time schedule provides room for both morning research challenge and full live-session supervision. This opening decides when new evidence is strong enough to require escalation and when observation should continue. Research-to-trading transfers name the intended use, limit, monitoring plan, and condition that ends the experiment. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time oversight that joins morning research review with live-market supervision.

First Review Cycle

The initial Kansas City, MO review combines Central Time oversight that joins morning research review with live-market supervision with a controlled examination of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs. Each material observation needs a source, a time, and a defined owner. You will first complete this task: Evaluate execution across centralized venues. You will then complete this task: Design weekend and overnight operating controls. The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. An unexpected result stays open until the evidence supports a disposition. 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 oversight that joins morning research review with live-market supervision.

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 Kansas City, MO 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.