Remote Senior Quantitative Researcher - Market Microstructure

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

Benefits offered by this job

Medical, dental, and vision plans

401(k) with company match

Flexible paid time off

Paid parental and caregiver leave

Learning budget for conferences and培训

Remote-work equipment and home-office支

Performance bonus and equity eligible

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Senior Quantitative Researcher focused on market microstructure in U.S. equities. The role requires 7+ years of experience and is based in the Philadelphia, PA area, with Eastern Time review before market open and during the U.S.

cash session. The team will research intraday price formation, liquidity, and execution behavior, collaborating across research, engineering, trading, and risk to ensure rigorous, reproducible evidence.

Qualifications

• Advanced degree in a quantitative field or an 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 Eastern Time review before the open and throughout the U.S. cash session.

Skills

Python

SQL

Statistics

Market data

Education

Advanced quantitative degree

Job description

Anemoi Predictive Technology LLC is seeking a fully remote Senior Quantitative Researcher focused on market microstructure in U.S. equities. The role requires 7+ years of experience and is based in the Philadelphia, PA area, with Eastern Time review before market open and during the U.S.

cash session. The team will research intraday price formation, liquidity, and execution behavior, collaborating across research, engineering, trading, and risk to ensure rigorous, reproducible evidence.