Senior Market Microstructure Researcher (Remote—Chicago)

Anemoi Predictive Technology LLC; Chicago, Northern (IL, KY); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) plan

Remote-work equipment

Job summary

Anemoi Predictive Technology LLC in Chicago, IL is seeking a Senior Quantitative Researcher specializing in Market Microstructure to investigate intraday price formation, liquidity, and execution behavior across U.S. equities with Central Time coordination.

The role requires 7+ years of experience, strong Python/SQL and statistics, and an advanced quantitative degree. Base salary ranges from $210,000 to $285,000 USD, with performance bonus and equity eligibility; fully remote but applicants must

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.

Skills

Empirical research

Time zone coordination

Communication

Education

Advanced degree in quantitative field

Tools

Python

SQL

Market data

Statistics

Job description

Anemoi Predictive Technology LLC in Chicago, IL is seeking a Senior Quantitative Researcher specializing in Market Microstructure to investigate intraday price formation, liquidity, and execution behavior across U.S. equities with Central Time coordination.

The role requires 7+ years of experience, strong Python/SQL and statistics, and an advanced quantitative degree. Base salary ranges from $210,000 to $285,000 USD, with performance bonus and equity eligibility; fully remote but applicants must