Digital-Asset Quantitative Trader — Sacramento

Anemoi Predictive Technology LLC; Sacramento, Northern (CA, KY); 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 paid time off

Parental and caregiver leave

Learning budget

Remote-work equipment and home-office

Performance-bonus and equity

Job summary

Anemoi Predictive Technology LLC in Sacramento, CA is seeking a fully remote Digital-Asset Quantitative Trader to build a controlled institutional process for liquid digital-asset markets. This opening is limited to applicants based in the Sacramento, CA area and provides Pacific Time monitoring of policy-sensitive events, the U.S.

close, and after-hours review. The central responsibility of this Sacramento opening is continuous-market coverage, venue and counterparty exposure, funding, custody

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 Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

Skills

Quantitative trading

Python

Statistics

Operational discipline

Digital assets

Tools

Exchange APIs

Continuous markets

Job description

From Sacramento, CA, 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 Sacramento, CA area and provides Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

Compensation and Benefits

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

About the Role

The central responsibility of the Sacramento, CA opening is continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. The assigned window includes Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Sacramento Operating Focus

The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Policy-sensitive events require careful source control and a clear record of what was known at each time. This opening reviews late-session behavior without implying that price proves a specific cause. After-hours analysis separates immediate operating needs from research questions that deserve a slower and more complete test. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

First Review Cycle

The first review cycle for Sacramento, CA starts with Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. It will establish a measured baseline for continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs before the team proposes an operating change. The first evidence set will cover this task: Research market structure while respecting legal and counterparty limits. The second will cover this task: Monitor positions, liquidity, venue exposure, and funding. The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Each material deviation receives a named follow-up owner. The final note will connect the outcome to continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls and give another specialist enough detail to challenge the decision without a separate meeting.

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 monitoring of policy-sensitive events, the U.S. close, and after-hours 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 Sacramento, 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.