Digital-Asset Quantitative Trader Chicago

Compensation and Benefits: Base salary: $185,000–$280,000 USD, based on experience

Work arrangement: Fully remote; applicants must be based in the Chicago, IL area

Experience: 5+ years Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role: The central responsibility of the Chicago, IL opening is continuous-market coverage, venue and counterparty exposure, funding, custody constraints, and weekend controls. The assigned window includes Central Time coordination across cash equities, listed derivatives, and both coastal schedules. Success requires reproducible work, prompt escalation, and clear ownership through review and production use. Chicago Operating Focus The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. The Central Time window connects overnight futures behavior, the equity open, listed-derivative activity, and the afternoon cash close in one working day. The role must separate information that transfers across instruments from relationships that only appear during a short regime. Any production response needs an owner, a limit, and a review time. For this role, that means direct ownership of continuous-market exposure, fragmented liquidity, venue risk, and shift handoffs during Central Time coordination across cash equities, listed derivatives, and both coastal schedules. First Review Cycle The first review cycle for Chicago, IL starts with Central Time coordination across cash equities, listed derivatives, and both coastal schedules. 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 review joins two pieces of work: Research market structure while respecting legal and counterparty limits; and Monitor positions, liquidity, venue exposure, and funding. The Chicago opening emphasizes derivatives-aware review, pre-open preparation, and controlled live-market escalation. You will document where the results agree, where they differ, and what needs another test. The final handoff will name the current state, the responsible person, and the next verification step. It will preserve a clear path 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 coordination across cash equities, listed derivatives, and both coastal schedules.

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 Chicago, IL 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.