Senior Quantitative Researcher, Intraday Markets & Execution

Anemoi Predictive Technology LLC.; United States; Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical/dental/vision

401(k) matching

Flexible PTO

Parental leave

Learning budget

Remote equipment

Bonus & equity

Job summary

Anemoi Predictive Technology LLC is seeking a senior quantitative researcher to study intraday price formation, liquidity, and execution across US equities. You will transform market-microstructure research into production-quality measures for traders to test and challenge.

You will work with a small team, own important decisions, and document your work so that other specialists can review it. This role requires leadership and rigorous empirical methods.

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 research datasets without look-ahead or survivorship bias
• Partner with engineering to productionize validated measures
• Document assumptions, failure modes, and regime sensitivity

Skills

Python

SQL

Statistics

Market-data experience

Empirical research

Education

Advanced degree in quantitative field

Job description

Research intraday price formation, liquidity, and execution behavior across US equities. You will turn careful market-microstructure research into production-quality measures that traders can test and challenge.

Compensation and Benefits

Base salary: $210,000–$285,000 USD, based on experience
Work arrangement: Remote — United States
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

Research intraday price formation, liquidity, and execution behavior across US equities. You will turn careful market-microstructure research into production-quality measures that traders can test and challenge. You will work with a small team, own important decisions, and document your work so that other specialists can review it.

Responsibilities

• Design studies of spreads, depth, impact, auction behavior, and short-horizon price response
• Build event-time research datasets without look-ahead or survivorship bias
• Partner with engineering to productionize validated measures
• Document assumptions, failure modes, and regime sensitivity

Required 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

Preferred Qualifications

• Experience with financial markets, market data, or institutional trading systems.
• A record of clear written communication and careful review of high-impact work.

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

How to Apply

Submit a current resume through the application form. A short cover letter is optional. We will review your experience and contact qualified candidates about the interview process and next steps.