Senior Quantitative Researcher — Market Microstructure — Fort Worth

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

Benefits offered by this job

Medical coverage

Dental coverage

Vision coverage

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home office support

Bonus eligibility

Job summary

Anemoi Predictive Technology LLC in the Fort Worth, TX area is seeking a Senior Quantitative Researcher — Market Microstructure to research intraday price formation, liquidity, and execution behavior across U.S. equities.

The role centers on Central Time supervision of intraday controls and end-of-session operating review. The position offers a base salary of $210,000–$285,000 USD, fully remote with Fort Worth-based applicants preferred, plus performance bonus and equity eligibility.

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 during Central Time supervision of intraday controls and end-of-session operating review.

Skills

Python

SQL

Statistics

Market data experience

Empirical research

Education

Advanced degree in quantitative field

Job description

Based in the Fort Worth, TX 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 Central Time supervision of intraday controls and end-of-session operating review.

Compensation and Benefits

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

About the Role

This opening gives the Fort Worth, TX hire responsibility for the full evidence path from event-time data design through production review of market-microstructure measures, with operating coverage focused on Central Time supervision of intraday controls and end-of-session operating review. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Fort Worth Operating Focus

The Fort Worth opening emphasizes practical risk ownership, concise communication, and repeatable daily procedures. This role uses a steady Central Time cadence: readiness checks, live supervision, close reconciliation, and a short improvement queue. Unusual activity must be handled without weakening normal controls. Each operational change needs a testable purpose and a rollback path that another team member can execute. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time supervision of intraday controls and end-of-session operating review.

First Review Cycle

In Fort Worth, TX, the first formal review will assess event-time data quality, liquidity diagnostics, and intraday research review under the normal controls used for Central Time supervision of intraday controls and end-of-session operating review. Any proposed response must remain within an approved limit. The cycle requires this task: Partner with engineering to productionize validated measures. A separate check covers this task: Document assumptions, failure modes, and regime sensitivity. The Fort Worth opening emphasizes practical risk ownership, concise communication, and repeatable daily procedures. Neither check can rely only on an informal message or market story. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision to the full evidence path from event-time data design through production review of market-microstructure measures.

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 supervision of intraday controls and end-of-session operating 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 Fort Worth, 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.