Senior Quantitative Researcher Market Microstructure Remote

Anemoi Predictive Technology LLC; Sacramento, Northern (CA, KY); On-site; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical benefits

401(k) matching

Flexible PTO

Parental leave

Learning budget

Home-office support

Equity eligibility

Performance bonus

Job summary

Anemoi Predictive Technology LLC, based in Sacramento, CA, is seeking a Senior Quantitative Researcher focused on market microstructure. This fully remote role requires the candidate to be based in the Sacramento area to align with Pacific Time monitoring of events and after-hours review.

The position emphasizes end-to-end evidence paths from event-time data design to production review of market-microstructure measures, with responsibilities spanning data quality, liquidity diagnostics, and

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 Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

Skills

Python

SQL

Statistics

Market data

Education

Advanced quantitative degree

Job description

Anemoi Predictive Technology LLC, based in Sacramento, CA, is seeking a Senior Quantitative Researcher focused on market microstructure. This fully remote role requires the candidate to be based in the Sacramento area to align with Pacific Time monitoring of events and after-hours review.

The position emphasizes end-to-end evidence paths from event-time data design to production review of market-microstructure measures, with responsibilities spanning data quality, liquidity diagnostics, and