Digital-Asset Quantitative Trader Los Angeles

Base salary: $185,000–$280,000 USD, based on experience Work arrangement: Fully remote; applicants must be based in the Los Angeles, CA area Experience: 5+ years Additional compensation: Performance-bonus and equity eligibility based on role and level About the Role This opening gives the Los Angeles, CA hire responsibility for continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls, with operating coverage focused on Pacific Time coverage of the U.S. close and the after-hours research handoff. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs. Los Angeles Operating Focus The Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. The schedule gives this opening direct ownership of the closing auction, late-session liquidity changes, and earnings or corporate events released after the U.S. close. Morning overlap with Eastern Time is reserved for decisions that need live discussion. Later work must leave a complete record for the next pre-market review. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time coverage of the U.S. close and the after-hours research handoff. First Review Cycle Your first documented cycle for the Los Angeles, CA opening will test the operating process for continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Pacific Time coverage of the U.S. close and the after-hours research handoff. The objective is a reproducible baseline, not a quick narrative. 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 Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. Each material deviation receives a named follow-up owner. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome through 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 the U.S. close and the after-hours research handoff.

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 Los Angeles, 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.