Senior Quantitative Researcher — Market Microstructure — Las Vegas

Anemoi Predictive Technology LLC; Las Vegas, Northern (NV, KY); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) matching

Remote-work equipment

Parental leave

Learning budget

Flexible PTO

Equity eligibility

Company holidays

Job summary

Anemoi Predictive Technology LLC in Las Vegas, NV seeks a fully remote Senior Quantitative Researcher focusing on market microstructure. You will research intraday price formation, liquidity, and execution behavior across U.S. equities, with Pacific Time coverage and overnight preparation.

The role requires 7+ years of experience; base salary 210k–285k USD, with performance bonus and equity eligibility. Applicants must be based in the Las Vegas area.

Qualifications

• Advanced degree in a quantitative field.
• 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 Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

Skills

Python

SQL

Statistics

Market data experience

Education

Advanced degree in a quantitative field

Job description

This fully remote Senior Quantitative Researcher — Market Microstructure opening serves Las Vegas, NV and will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must be based in the Las Vegas, NV area. The position adds Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

Compensation and Benefits

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

About the Role

The Las Vegas, NV position owns the full evidence path from event-time data design through production review of market-microstructure measures. Its working schedule covers Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Las Vegas Operating Focus

The Las Vegas opening emphasizes disciplined shift boundaries, venue awareness, and complete incident transfer. The Pacific schedule includes the cash close and, for continuous markets, the start of another operating period rather than a full stop. This opening defines shift boundaries for positions, venues, data, and open incidents. Weekend or overnight coverage must use the same evidence and escalation standards as normal weekday work. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

First Review Cycle

For the first complete work cycle in Las Vegas, NV, you will use Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation 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: 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 Las Vegas opening emphasizes disciplined shift boundaries, venue awareness, and complete incident transfer. Neither check can rely only on an informal message or market story. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate the full evidence path from event-time data design through production review of market-microstructure measures without private context.

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 Pacific Time coverage of the U.S. close, continuous-market exceptions, and overnight preparation.

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 Las Vegas, NV 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.