Senior Quantitative Researcher — Market Microstructure — Washington

Anemoi Predictive Technology LLC; Washington, Northern (District of Columbia, KY); Hybrid; USD 210,000 - 285,000; Full time

Benefits offered by this job

Medical plan

Dental plan

Vision plan

401(k) with company matching

Flexible PTO and holidays

Parental and caregiver leave

Learning budget

Home-office equipment

Job summary

Anemoi Predictive Technology LLC, based in the Washington, DC area, is seeking a Senior Quantitative Researcher – Market Microstructure. The role focuses on researching intraday price formation, liquidity, and execution behavior across U.S.

equities, with Eastern Time monitoring of market events. This fully remote position requires 7+ years of experience, offers a base salary of $210,000–$285,000 USD, plus performance bonus and equity eligibility, and is based on experience.

Qualifications

• Advanced degree or equivalent research record in a quantitative field.
• 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 monitoring of market events, policy-sensitive sessions, and close review.

Skills

Python

SQL

Statistics

Market data

Education

Advanced degree in quantitative field

Tools

Order-book data

Auctions

Transaction-cost models

Job description

Based in the Washington, DC area, this fully remote Senior Quantitative Researcher — Market Microstructure will research intraday price formation, liquidity, and execution behavior across U.S. equities. The operating schedule centers on Eastern Time monitoring of market events, policy-sensitive sessions, 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 Washington, DC area
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

This opening gives the Washington, DC 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 monitoring of market events, policy-sensitive sessions, and close review. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Washington Operating Focus

The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. Scheduled policy events and unexpected public announcements can change market conditions quickly. This opening verifies source timing, separates confirmed information from interpretation, and avoids treating a headline as proof of a durable regime. Event procedures define exposure checks, communication order, and the point when normal operations resume. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time monitoring of market events, policy-sensitive sessions, and close review.

First Review Cycle

The initial Washington, DC review combines Eastern Time monitoring of market events, policy-sensitive sessions, and close 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: Partner with engineering to productionize validated measures; and Document assumptions, failure modes, and regime sensitivity. The Washington opening emphasizes careful treatment of event risk, source quality, and documented decision limits. The record must show how each result affected the review. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for the full evidence path from event-time data design through production review of market-microstructure measures.

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 monitoring of market events, policy-sensitive sessions, 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 Washington, DC 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.