Senior Quantitative Researcher — Market Microstructure — San Antonio

Anemoi Predictive Technology LLC; San Antonio, Northern (TX, KY); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical, dental, vision

401(k) with company match

Flexible PTO

Parental leave

Learning budget

Remote-office support

Bonus & equity eligibility

Job summary

Anemoi Predictive Technology LLC in San Antonio, TX is seeking a Senior Quantitative Researcher — Market Microstructure for fully remote work. The role covers intraday price formation, liquidity, and execution behavior across U.S.

equities, with Central Time coverage for live monitoring and post-trade review. Requirements include 7+ years of experience, advanced quantitative degree, and strong Python/SQL skills.

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 market microstructure measures such as spreads and liquidity.
• 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 and intraday research review during Central Time.

Skills

Python

SQL

Statistics

Market-data experience

Empirical research

Education

Advanced degree in a quantitative field

Job description

From San Antonio, TX, 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 San Antonio, TX area and provides Central Time coverage for live monitoring, afternoon investigation, and close review.

Compensation and Benefits

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

About the Role

The central responsibility of the San Antonio, TX 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 for live monitoring, afternoon investigation, and close review. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

San Antonio Operating Focus

The San Antonio opening emphasizes calm incident handling and clear ownership from research through post-trade analysis. Central Time creates useful overlap with both Eastern and Pacific colleagues, but overlap does not remove the need for explicit handoffs. The opening owns midday status review, afternoon exception handling, and unresolved-issue transfer. A decision is not complete until its assumptions, limits, and next check are visible to another specialist. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time coverage for live monitoring, afternoon investigation, and close review.

First Review Cycle

The first review cycle for San Antonio, TX starts with Central Time coverage for live monitoring, afternoon investigation, and close review. It will establish a measured baseline for event-time data quality, liquidity diagnostics, and intraday research review before the team proposes an operating change. The cycle requires this task: Document assumptions, failure modes, and regime sensitivity. A separate check covers this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The San Antonio opening emphasizes calm incident handling and clear ownership from research through post-trade analysis. Neither check can rely only on an informal message or market story. 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 coverage for live monitoring, afternoon investigation, and close 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 San Antonio, TX 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.