Senior Quantitative Researcher — Market Microstructure — Sacramento

Anemoi Predictive Technology LLC; Sacramento, Northern (CA, KY); Hybrid; 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

This Sacramento, CA-based, fully remote Senior Quantitative Researcher — Market Microstructure position will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must live in the local area, which gives the team Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review.

Compensation and Benefits

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

About the Role

The central responsibility of the Sacramento, CA opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Sacramento Operating Focus

The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. Policy-sensitive events require careful source control and a clear record of what was known at each time. This opening reviews late-session behavior without implying that price proves a specific cause. After-hours analysis separates immediate operating needs from research questions that deserve a slower and more complete test. For this role, that means direct ownership of 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.

First Review Cycle

The initial Sacramento, CA review combines Pacific Time monitoring of policy-sensitive events, the U.S. close, and after-hours review with a controlled examination of event-time data quality, liquidity diagnostics, and intraday research review. Each material observation needs a source, a time, and a defined owner. Two assigned tasks anchor the evidence: Document assumptions, failure modes, and regime sensitivity; and Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The Sacramento opening emphasizes source discipline, event-risk controls, and careful documentation of assumptions. The record must show how each result affected the review. 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 monitoring of policy-sensitive events, the U.S. close, and after-hours review.

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 Sacramento, CA 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.