Senior Quantitative Researcher — Market Microstructure — Albuquerque

Anemoi is hiring a fully remote Senior Quantitative Researcher — Market Microstructure based in the Albuquerque, NM area to research intraday price formation, liquidity, and execution behavior across U.S. equities. The opening is designed for Mountain Time monitoring across both early-market and late-session operating windows.

Compensation and Benefits

About the Role

The Albuquerque, NM position owns the full evidence path from event-time data design through production review of market-microstructure measures. Its working schedule covers Mountain Time monitoring across both early-market and late-session operating windows. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Albuquerque Operating Focus

The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. Mountain Time coverage spans early national-market work and the later review window. The opening maintains continuity when responsibility moves between regions, with special attention to data timestamps and unfinished decisions. Incident response favors measured containment first, followed by analysis that can distinguish cause from correlation. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time monitoring across both early-market and late-session operating windows.

First Review Cycle

Your first documented cycle for the Albuquerque, NM opening will test the operating process for event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time monitoring across both early-market and late-session operating windows. The objective is a reproducible baseline, not a quick narrative. Two assigned tasks anchor the evidence: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response; and Build event-time datasets without look-ahead or survivorship bias. The Albuquerque opening emphasizes cross-time-zone continuity, unambiguous ownership, and measured incident response. The record must show how each result affected the review. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome through 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 Mountain Time monitoring across both early-market and late-session operating windows.

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 Albuquerque, NM 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 Albuquerque, NM 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.