Remote Digital-Asset Quant Trader - Houston-Based

Anemoi Predictive Technology LLC.; Houston (TX); Hybrid; USD 185,000 - 280,000; Full time

Benefits offered by this job

Medical, dental, vision coverage

401(k) with company matching

Flexible PTO and holidays

Learning budget and development

Remote-work equipment & home-office

Job summary

The Houston, TX-based Quantitative Trader role at Anemoi Predictive Technology LLC offers fully remote work while requiring base in the Houston, TX area. You will build a controlled institutional process for liquid digital-asset markets and monitor cross-asset conditions across the U.S.

trading day. Responsibilities include continuous-market coverage, venue and counterparty exposure, funding, and weekend controls.

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 Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Skills

Python

Statistics

Operational discipline

Quantitative trading

Job description

This fully remote Digital-Asset Quantitative Trader opening serves Houston, TX and will build a controlled institutional process for liquid digital-asset markets. Applicants must be based in the Houston, TX area. The position adds Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Compensation and Benefits

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

About the Role

The Houston, TX position owns continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. Its working schedule covers Central Time monitoring of cross-asset conditions and the complete U.S. trading day. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Houston Operating Focus

The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. Cross-asset review becomes important when energy prices, rates, currencies, and equity risk move together. The opening must test whether those links are stable enough to affect a decision or are only a temporary reaction. Research and trading records must identify the exact evidence used without turning a market story into an unsupported conclusion. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

First Review Cycle

The initial Houston, TX review combines Central Time monitoring of cross-asset conditions and the complete U.S. trading day 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: Monitor positions, liquidity, venue exposure, and funding; and Evaluate execution across centralized venues. The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. You will document where the results agree, where they differ, and what needs another test. Before the review closes, you will state what changed, what did not change, and what needs more evidence. A peer must be able to follow the result back 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 Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

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 Houston, TX 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 Houston, TX 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.