Senior Quantitative Researcher — Market Microstructure — Baltimore

This fully remote Senior Quantitative Researcher — Market Microstructure opening serves Baltimore, MD and will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must be based in the Baltimore, MD area. The position adds Eastern Time preparation for the open, intraday risk review, and close control.

Compensation and Benefits

About the Role

This opening gives the Baltimore, MD 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 preparation for the open, intraday risk review, and close control. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Baltimore Operating Focus

The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. Pre-market work confirms that research inputs and operating controls are ready before risk is active. During the session, the opening separates evidence collection from authority to change production behavior. Close review checks that escalation decisions were proportional, documented, and assigned to the correct follow-up process. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time preparation for the open, intraday risk review, and close control.

First Review Cycle

During the initial operating review in Baltimore, MD, you will examine event-time data quality, liquidity diagnostics, and intraday research review while the assigned schedule covers Eastern Time preparation for the open, intraday risk review, and close control. Normal controls remain in force throughout the review. The cycle requires this task: Partner with engineering to productionize validated measures. A separate check covers this task: Document assumptions, failure modes, and regime sensitivity. The Baltimore opening emphasizes evidence quality, prompt escalation, and clear separation of research from live decisions. Neither check can rely only on an informal message or market story. Completion requires a repeatable evidence path, a clear response boundary, and a time for the next check. Those records must connect directly to 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 preparation for the open, intraday risk review, and close control.

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 Baltimore, MD 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.

How to Apply

Submit a current resume through the application form for the Baltimore, MD opening. A short cover letter is optional. We will contact qualified applicants about the interview process and next steps.

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.