Senior Quantitative Researcher — Market Microstructure — Colorado Springs

Anemoi Predictive Technology LLC.; Colorado Springs (CO); Remote; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) matching

Flexible PTO

Parental and caregiver leave

Professional development budget

Home-office support

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC. in Colorado Springs is seeking a Senior Quantitative Researcher focused on market microstructure to research intraday price formation, liquidity, and execution behavior across U.S. equities.

The role requires advanced quantitative methods and deep data handling in Python/SQL, with collaboration to productionize measures. The position supports Mountain Time coverage and is fully remote for candidates based in Colorado.

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 coverage spanning early preparation, the cash session, and late review.

Skills

Python

SQL

Statistics

Market data

Education

Advanced quantitative degree

Job description

Based in the Colorado Springs, CO area, this fully remote Senior Quantitative Researcher — Market Microstructure will research intraday price formation, liquidity, and execution behavior across U.S. equities. The operating schedule centers on Mountain Time coverage spanning early preparation, the cash session, and late review.

Compensation and Benefits

Base salary: $210,000–$285,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the Colorado Springs, CO area
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

The Colorado Springs, CO position owns the full evidence path from event-time data design through production review of market-microstructure measures. Its working schedule covers Mountain Time coverage spanning early preparation, the cash session, and late review. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Colorado Springs Operating Focus

The Colorado Springs opening emphasizes resilient operations, precise handoffs, and calm response to market exceptions. Mountain Time coverage connects pre-market preparation with a full view of later-session behavior. The opening maintains resilient procedures for missing data, system degradation, and unusual liquidity. When an exception occurs, the response must be calm, reversible where possible, and detailed enough for independent review after conditions normalize. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time coverage spanning early preparation, the cash session, and late review.

First Review Cycle

The Colorado Springs, CO opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time coverage spanning early preparation, the cash session, and late review. The review will keep research observations separate from live production decisions. The cycle requires this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. A separate check covers this task: Build event-time datasets without look-ahead or survivorship bias. The Colorado Springs opening emphasizes resilient operations, precise handoffs, and calm response to market exceptions. Neither check can rely only on an informal message or market story. At the end of the cycle, you will show how the evidence supports or challenges the full evidence path from event-time data design through production review of market-microstructure measures. Open questions stay visible until another review resolves them.

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 coverage spanning early preparation, the cash session, and late review.

Required 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

Preferred Qualifications

• Experience with order-book data, auctions, or transaction-cost models
• A record of explaining noisy microstructure evidence without overstating conclusions
• Experience collaborating across time zones while maintaining the operating coverage assigned to the Colorado Springs, CO opening.

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

Benefits are subject to plan terms and eligibility requirements.

Equal Opportunity

Anemoi provides equal employment opportunities without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other status protected by applicable law.