Digital-Asset Quantitative Trader — Memphis

Anemoi Predictive Technology LLC.; Memphis (TN); On-site; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) matching

Flexible paid time off

Parental leave

Caregiver leave

Learning budget

Remote-work equipment

Job summary

Anemoi Predictive Technology LLC in Memphis, TN invites applicants for a fully remote Digital-Asset Quantitative Trader. You will maintain continuous-market coverage, manage venue and counterparty exposure, funding, and weekend controls while supporting Central Time oversight of market flow and post-close investigation.

The role requires 5+ years in quantitative trading with digital assets, experience with continuous markets and exchange APIs, and strong Python and statistics 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 continuous-market exposure and liquidity.
• Evaluate execution across venues and manage venue risk.
• Oversee weekend and overnight operating controls.
• Ensure compliance with Central Time oversight and record-keeping.
• Own market flow, funding, and custody constraints as applicable.

Skills

Python

Quantitative trading

Continuous markets

Exchange APIs

Operational discipline

Job description

From Memphis, TN, the fully remote Digital-Asset Quantitative Trader will build a controlled institutional process for liquid digital-asset markets. This opening is limited to applicants based in the Memphis, TN area and provides Central Time oversight of market flow, exception handling, and post-close investigation.

Compensation and Benefits

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

About the Role

In this Memphis, TN role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Central Time oversight of market flow, exception handling, and post-close investigation. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Memphis Operating Focus

The Memphis opening emphasizes efficient handoffs, direct operational ownership, and complete resolution of open issues. The Central Time opening follows market flow through the main session and owns the transfer from live exception handling into investigation. Operational speed cannot erase evidence needed for review. Each open case records the observed behavior, immediate containment, likely impact, and the test that will confirm full resolution. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time oversight of market flow, exception handling, and post-close investigation.

First Review Cycle

The Memphis, TN opening begins with an end-to-end review of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time oversight of market flow, exception handling, and post-close investigation. The review will keep research observations separate from live production decisions. 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 Memphis opening emphasizes efficient handoffs, direct operational ownership, and complete resolution of open issues. Each material deviation receives a named follow-up owner. The cycle ends with a short decision record, its limit, the next check, and each unresolved question. Another specialist must be able to trace the work 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 Central Time oversight of market flow, exception handling, and post-close investigation.

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 Memphis, TN 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.

How to Apply

Submit a current resume through the application form for the Memphis, TN opening. A short cover letter is optional. We will contact qualified applicants about the interview process and next steps.

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.