Digital-Asset Quantitative Trader — San Francisco

Anemoi Predictive Technology LLC; San Francisco, Northern (CA, KY); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) matching

Flexible PTO & holidays

Parental & caregiver leave

Learning budget

Remote-work equipment & home-office

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC in San Francisco, CA seeks a fully remote Digital-Asset Quantitative Trader to cover Pacific Time markets, ensuring continuous-market exposure and disciplined venue risk management. The role targets candidates based in the SF Bay Area and offers performance bonuses and equity eligibility.

Responsibilities include monitoring liquidity and funding, evaluating centralized venues, and developing weekend/overnight operating controls, with a strong emphasis on

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 coverage.

Skills

Python

Statistics

Operational discipline

Quantitative trading

Job description

From San Francisco, 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 San Francisco, CA area and provides Pacific Time coverage of late-session behavior, system performance, and research handoffs.

Compensation and Benefits

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

About the Role

In this San Francisco, CA role, you will be accountable for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls while supporting Pacific Time coverage of late-session behavior, system performance, and research handoffs. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

San Francisco Operating Focus

The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. The work combines quantitative review with production discipline during the final hours of the U.S. session. System behavior, data quality, and market evidence are assessed separately before a change is proposed. After the close, the opening prepares technical findings that Eastern Time colleagues can evaluate before the next market day. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time coverage of late-session behavior, system performance, and research handoffs.

First Review Cycle

The initial San Francisco, CA review combines Pacific Time coverage of late-session behavior, system performance, and research handoffs 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. The review joins two pieces of work: Evaluate execution across centralized venues; and Design weekend and overnight operating controls. The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. You will document where the results agree, where they differ, and what needs another test. Completion requires a repeatable evidence path, a clear response boundary, and a time for the next check. Those records must connect directly 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 coverage of late-session behavior, system performance, and research handoffs.

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 San Francisco, 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.