Remote Senior Quantitative Researcher - Market Microstructure

Anemoi Predictive Technology LLC; Albuquerque, Northern (NM, KY); On-site; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision plan

401(k) plan with company matching

Flexible paid time off and holidays

Paid parental and caregiver leave

Annual learning budget

Remote-work equipment and home-office

Performance-bonus and equity eligible

Job summary

Anemoi Predictive Technology LLC is hiring a fully remote Senior Quantitative Researcher focused on market microstructure, based in the Albuquerque, NM area. The role researches intraday price formation, liquidity, and execution behavior across U.S.

equities, with Mountain Time monitoring across early market and late-session windows. You will join a small team, own the evidence path from event-time data design to production review, and design studies of spreads, depth, and price impact.

Qualifications

• Advanced degree in a quantitative field or equivalent research record.
• Strong Python, SQL, statistics, and market-data experience.
• Evidence of rigorous empirical research in electronic markets.

Responsibilities

• Design studies of spreads, depth, impact, auction behavior, and short-horizon price response.
• Build event-time datasets without look-ahead or survivorship bias.
• Partner with engineering to productionize validated measures.
• Document assumptions, failure modes, and regime sensitivity.
• Own event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time monitoring across both early-market and late-session operating windows.

Skills

Python

SQL

Statistics

Market data

Education

Advanced degree in quantitative field

Job description

Anemoi Predictive Technology LLC is hiring a fully remote Senior Quantitative Researcher focused on market microstructure, based in the Albuquerque, NM area. The role researches intraday price formation, liquidity, and execution behavior across U.S.

equities, with Mountain Time monitoring across early market and late-session windows. You will join a small team, own the evidence path from event-time data design to production review, and design studies of spreads, depth, and price impact.