Senior Quantitative Researcher — Market Microstructure — Kansas City

Anemoi Predictive Technology LLC.; Kansas City (MO); Remote; USD 210,000 - 285,000; Full time

Job summary

Anemoi Predictive Technology LLC. seeks a Senior Quantitative Researcher focusing on market microstructure in Kansas City, MO.

The role emphasizes event-time data design, production-ready measures, and close coordination with the Central Time research oversight to connect morning review with live-market supervision. Applicants should have strong empirical research capabilities, 7+ years of experience, and proficiency in Python/SQL with market-data expertise.

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, and auction behavior.
• 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 and intraday research review during Central Time supervision.

Skills

Statistics

Empirical research

Cross-time-zone collaboration

Quantitative reasoning

Education

Advanced degree in quantitative field or equivalent research record

Tools

Python

SQL

Market-data platforms

Job description

From Kansas City, MO, the fully remote Senior Quantitative Researcher — Market Microstructure will research intraday price formation, liquidity, and execution behavior across U.S. equities. This opening is limited to applicants based in the Kansas City, MO area and provides Central Time oversight that joins morning research review with live-market supervision.

Compensation and Benefits

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

About the Role

In this Kansas City, MO 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 oversight that joins morning research review with live-market supervision. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Kansas City Operating Focus

The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. The Central Time schedule provides room for both morning research challenge and full live-session supervision. This opening decides when new evidence is strong enough to require escalation and when observation should continue. Research-to-trading transfers name the intended use, limit, monitoring plan, and condition that ends the experiment. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time oversight that joins morning research review with live-market supervision.

First Review Cycle

For the first complete work cycle in Kansas City, MO, you will use Central Time oversight that joins morning research review with live-market supervision to test how the team measures and escalates changes in event-time data quality, liquidity diagnostics, and intraday research review. The cycle requires this task: Build event-time datasets without look-ahead or survivorship bias. A separate check covers this task: Partner with engineering to productionize validated measures. The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. Neither check can rely only on an informal message or market story. The final note will connect the outcome to the full evidence path from event-time data design through production review of market-microstructure measures and give another specialist enough detail to challenge the decision without a separate meeting.

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 oversight that joins morning research review with live-market supervision.

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 Kansas City, MO 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.