Senior Quantitative Researcher — Market Microstructure — Dallas

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

Benefits offered by this job

Medical plan

401(k) matching

Flexible PTO

Parental and caregiver leave

Learning budget

Home-office support

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC in Dallas, TX invites applications for a Senior Quantitative Researcher — Market Microstructure. The role focuses on intraday price formation, liquidity, and execution behavior for U.S. equities, with Central Time coordination of market-open decisions and cross-team risk review.

Base salary ranges from $210,000 to $285,000 USD, with fully remote work restricted to Dallas, TX area. 7+ years experience and eligibility for performance bonus and equity are expected.

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 Central Time coordination of market-open decisions and cross-team risk review.

Skills

Python

SQL

Statistics

Market data

Education

Advanced degree in quantitative field

Job description

The Dallas, TX opening for a Senior Quantitative Researcher — Market Microstructure is fully remote and restricted to applicants in that area. Its mandate is to research intraday price formation, liquidity, and execution behavior across U.S. equities while providing Central Time coordination of market-open decisions and cross-team risk review.

Compensation and Benefits

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

About the Role

In this Dallas, TX role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting Central Time coordination of market-open decisions and cross-team risk review. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Dallas Operating Focus

The Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. The operating day joins pre-market readiness, live risk review, and production follow-through. This opening must make cross-team decisions measurable by recording the trigger for escalation, the person who approved the response, and the condition that ends it. Routine work should be automated only after its failure behavior is understood. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time coordination of market-open decisions and cross-team risk review.

First Review Cycle

The initial Dallas, TX review combines Central Time coordination of market-open decisions and cross-team risk review with a controlled examination of event-time data quality, liquidity diagnostics, and intraday research review. Each material observation needs a source, a time, and a defined owner. Two assigned tasks anchor the evidence: Build event-time datasets without look-ahead or survivorship bias; and Partner with engineering to productionize validated measures. The Dallas opening emphasizes measurable controls, prompt escalation, and reliable links between research and production. The record must show how each result affected the review. 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 Central Time coordination of market-open decisions and cross-team risk 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 Dallas, TX 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.