Senior Quantitative Researcher — Market Microstructure — Philadelphia

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

Benefits offered by this job

Medical, dental, and vision plans

401(k) with company match

Flexible paid time off

Paid parental and caregiver leave

Learning budget for conferences and培训

Remote-work equipment and home-office支

Performance bonus and equity eligible

Job summary

Anemoi Predictive Technology LLC is seeking a fully remote Senior Quantitative Researcher focused on market microstructure in U.S. equities. The role requires 7+ years of experience and is based in the Philadelphia, PA area, with Eastern Time review before market open and during the U.S.

cash session. The team will research intraday price formation, liquidity, and execution behavior, collaborating across research, engineering, trading, and risk to ensure rigorous, reproducible evidence.

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 Eastern Time review before the open and throughout the U.S. cash session.

Skills

Python

SQL

Statistics

Market data

Education

Advanced quantitative degree

Job description

This fully remote Senior Quantitative Researcher — Market Microstructure opening serves Philadelphia, PA and will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must be based in the Philadelphia, PA area. The position adds Eastern Time research review before the open and throughout the U.S. cash session.

Compensation and Benefits

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

About the Role

This opening gives the Philadelphia, PA hire responsibility for the full evidence path from event-time data design through production review of market-microstructure measures, with operating coverage focused on Eastern Time research review before the open and throughout the U.S. cash session. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Philadelphia Operating Focus

The Philadelphia opening emphasizes evidence-first decisions, documented challenge, and orderly production handoffs. The workday reserves focused time before the open for independent evidence review and challenge. During live markets, the role must distinguish a normal deviation from a condition that needs escalation. At the close, open questions move into a short written queue with a named owner and a required follow-up date. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time research review before the open and throughout the U.S. cash session.

First Review Cycle

Your first documented cycle for the Philadelphia, PA opening will test the operating process for event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time research review before the open and throughout the U.S. cash session. The objective is a reproducible baseline, not a quick narrative. Two assigned tasks anchor the evidence: Partner with engineering to productionize validated measures; and Document assumptions, failure modes, and regime sensitivity. The Philadelphia opening emphasizes evidence-first decisions, documented challenge, and orderly production handoffs. The record must show how each result affected the review. 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 Eastern Time research review before the open and throughout the U.S. cash session.

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 Philadelphia, PA 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.