Senior Quantitative Researcher — Market Microstructure — Oklahoma City

Anemoi Predictive Technology LLC.; Oklahoma City, Northern (OK, KY); On-site; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, and vision

401(k) matching

Remote-work equipment

Flexible PTO

Parental leave

Professional development budget

Equity eligibility

Job summary

Anemoi Predictive Technology LLC is seeking a Senior Quantitative Researcher — Market Microstructure. The role focuses on intraday price formation, liquidity, and execution behavior across U.S. equities with Central Time oversight of cross-asset conditions and full-session controls.

The position is fully remote but applicants must be based in the Oklahoma City, OK area, with 7+ years of experience and a base salary of $210,000–$285,000 USD plus performance bonuses 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.

Skills

Python

SQL

Statistics

Market-data

Education

Advanced degree in quantitative field

Job description

The Oklahoma City, OK 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 oversight of cross-asset conditions and full-session operating controls.

Compensation and Benefits

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

About the Role

In this Oklahoma City, OK 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 of cross-asset conditions and full-session operating controls. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Oklahoma City Operating Focus

The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow-up. Cross-asset conditions are reviewed at set points rather than only after a large move attracts attention. When markets behave unusually, the opening first contains operational risk, then investigates causes. Follow-up work must distinguish a resolved incident from a temporary workaround and assign a date for permanent correction. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time oversight of cross-asset conditions and full-session operating controls.

First Review Cycle

The Oklahoma City, OK opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during Central Time oversight of cross-asset conditions and full-session operating controls. The review will keep research observations separate from live production decisions. Your initial work includes this task: Build event-time datasets without look-ahead or survivorship bias. It also includes this task: Partner with engineering to productionize validated measures. The Oklahoma City opening emphasizes robust procedures, measured response to unusual markets, and complete follow-up. The review must preserve the timing and source of each important input. 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 Central Time oversight of cross-asset conditions and full-session operating controls.

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 Oklahoma City, OK 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 leaveAnnual 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.