Senior Quant: Intraday Market Microstructure (Remote)

Anemoi Predictive Technology LLC; Northern, New York (KY, NY); On-site; USD 210,000 - 285,000; Full time

Benefits offered by this job

401(k) plan with company matching

Flexible paid time off

Paid parental leave

Paid caregiver leave

Annual learning budget

Remote-work equipment and home-office:

Performance-bonus and equity

Job summary

Anemoi Predictive Technology LLC in New York, NY invites applications for a Senior Quantitative Researcher specializing in market microstructure. The role focuses on intraday price formation, liquidity, and execution behavior for U.S.

equities, with full Eastern Time cash-session coverage. This is a fully remote position for applicants based in the New York area, with a compensation package including base salary, bonus eligibility, and equity.

Qualifications

• Advanced degree in a quantitative field or equivalent research track 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 early U.S. market preparation and the full Eastern Time cash session.

Skills

Python

SQL

Statistics

Market data

Education

Advanced degree in a quantitative field

Job description

Anemoi Predictive Technology LLC in New York, NY invites applications for a Senior Quantitative Researcher specializing in market microstructure. The role focuses on intraday price formation, liquidity, and execution behavior for U.S.

equities, with full Eastern Time cash-session coverage. This is a fully remote position for applicants based in the New York area, with a compensation package including base salary, bonus eligibility, and equity.