Senior Quantitative Researcher — Market Microstructure — Milwaukee

Anemoi Predictive Technology LLC; Milwaukee (WI); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision plan

401(k) plan with company matching

Flexible paid time off

Parental and caregiver leave

Learning and development budget

Remote-work equipment support

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC in Milwaukee, WI seeks a Senior Quantitative Researcher – Market Microstructure to study intraday price formation, liquidity, and execution across U.S. equities. This fully remote opening is limited to Milwaukee-area applicants with Central Time coverage connecting morning prep to afternoon validation.

The role emphasizes reproducible work, clear ownership, and rigorous empirical analysis of market microstructure measures. 7+ years of experience preferred.

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 coverage that connects morning preparation with afternoon validation.

Skills

Python

SQL

Statistics

Market-data

Education

Advanced degree in quantitative field or equivalent

Job description

From Milwaukee, WI, 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 Milwaukee, WI area and provides Central Time coverage that connects morning preparation with afternoon validation.

Compensation and Benefits

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

About the Role

The central responsibility of the Milwaukee, WI opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Central Time coverage that connects morning preparation with afternoon validation. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Milwaukee Operating Focus

The Milwaukee opening emphasizes stable daily processes, careful measurement, and practical collaboration across functions. The working schedule pairs morning preparation with an afternoon validation block. This makes it possible to compare what the team expected with what production and markets actually did. The opening converts that difference into a small, prioritized improvement list rather than allowing recurring issues to remain informal knowledge. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time coverage that connects morning preparation with afternoon validation.

First Review Cycle

For the first complete work cycle in Milwaukee, WI, you will use Central Time coverage that connects morning preparation with afternoon validation to test how the team measures and escalates changes in event-time data quality, liquidity diagnostics, and intraday research review. Your initial work includes this task: Document assumptions, failure modes, and regime sensitivity. It also includes this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The Milwaukee opening emphasizes stable daily processes, careful measurement, and practical collaboration across functions. The review must preserve the timing and source of each important input. Before the review closes, you will state what changed, what did not change, and what needs more evidence. A peer must be able to follow the result back 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 coverage that connects morning preparation with afternoon validation.

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 Milwaukee, WI 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.