Digital-Asset Quantitative Trader — Washington

Anemoi Predictive Technology LLC; Washington, Northern (District of Columbia, KY); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical/Dental/Vision

401(k) Matching

Flexible PTO & Holidays

Parental & caregiver leave

Learning budget

Remote work equipment

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC is hiring for a fully remote Digital-Asset Quantitative Trader based near Washington, DC. The role focuses on continuous-market coverage, venue and counterparty exposure, funding, custody limits, and weekend controls with Eastern Time monitoring of market events.

The position requires 5+ years in quantitative trading, including digital assets, and offers a base salary of $185,000–$280,000 USD with performance bonuses and equity eligibility depending on role and

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 Eastern Time monitoring of market events.

Skills

Python

Statistics

Operational discipline

Tools

Exchange APIs

Job description

This fully remote Digital-Asset Quantitative Trader opening serves Washington, DC and will build a controlled institutional process for liquid digital-asset markets. Applicants must be based in the Washington, DC area. The position adds Eastern Time monitoring of market events, policy-sensitive sessions, and close review.

Compensation and Benefits

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

About the Role

This opening gives the Washington, DC hire responsibility for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls, with operating coverage focused on Eastern Time monitoring of market events, policy-sensitive sessions, and close review. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Washington Operating Focus

The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. Scheduled policy events and unexpected public announcements can change market conditions quickly. This opening verifies source timing, separates confirmed information from interpretation, and avoids treating a headline as proof of a durable regime. Event procedures define exposure checks, communication order, and the point when normal operations resume. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Eastern Time monitoring of market events, policy-sensitive sessions, and close review.

First Review Cycle

The first review cycle for Washington, DC starts with Eastern Time monitoring of market events, policy-sensitive sessions, and close 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: Design weekend and overnight operating controls. The second will cover this task: Research market structure while respecting legal and counterparty limits. The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. Each material deviation receives a named follow-up owner. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls without private context.

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 Eastern Time monitoring of market events, policy-sensitive sessions, and close 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 Washington, DC 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.