Digital-Asset Quantitative Trader — Portland

Anemoi Predictive Technology LLC.; Portland, Northern (OR, KY); On-site; USD 185,000 - 280,000; Full time

Benefits offered by this job

Equity eligibility

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Digital-Asset Quantitative Trader based in the Portland, OR area. The role covers continuous-market exposure, venue and counterparty risk, funding, and weekend controls, with Pacific Time supervision of late-session behavior and asynchronous research delivery.

You will work with a small team, owning exposure and producing durable research outputs while preserving evidence for review.

Qualifications

• Five or more years of experience 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 supervision of late-session behavior and asynchronous research delivery.

Skills

Five+ years experience

Analytical thinking

Operational discipline

Tools

Python

Exchange APIs

Job description

This fully remote Digital-Asset Quantitative Trader opening serves Portland, OR and will build a controlled institutional process for liquid digital-asset markets. Applicants must be based in the Portland, OR area. The position adds Pacific Time supervision of late-session behavior and asynchronous research delivery.

Compensation and Benefits

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

About the Role

The Portland, OR position owns continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. Its working schedule covers Pacific Time supervision of late-session behavior and asynchronous research delivery. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Portland Operating Focus

The Portland opening emphasizes thoughtful written review, durable remote collaboration, and careful production change. Much of the collaboration is asynchronous, so written work must explain the question, method, evidence, and limitation without relying on verbal context. Pacific Time coverage includes the market close and later validation. A proposed production change is not ready until another specialist can reproduce the result and challenge its assumptions. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time supervision of late-session behavior and asynchronous research delivery.

First Review Cycle

The first review cycle for Portland, OR starts with Pacific Time supervision of late-session behavior and asynchronous research delivery. It will establish a measured baseline for continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs before the team proposes an operating change. You will first complete this task: Monitor positions, liquidity, venue exposure, and funding. You will then complete this task: Evaluate execution across centralized venues. The Portland opening emphasizes thoughtful written review, durable remote collaboration, and careful production change. An unexpected result stays open until the evidence supports a disposition. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision to 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 supervision of late-session behavior and asynchronous research delivery.

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