Senior Quantitative Researcher — Market Microstructure — Tucson

Based in the Tucson, AZ 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 year-round Mountain Standard Time coverage through changing national market schedules.

Compensation and Benefits

About the Role

This opening gives the Tucson, AZ hire responsibility for the full evidence path from event-time data design through production review of market-microstructure measures, with operating coverage focused on year-round Mountain Standard Time coverage through changing national market schedules. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Tucson Operating Focus

The Tucson opening emphasizes consistent clock controls, well-timed handoffs, and reliable post-session review. Because Arizona keeps the same local clock all year, meeting and market relationships shift when other regions change time. The opening maintains tested schedules for data arrival, event review, and escalation coverage. Each clock transition is treated as an operating change with an owner, checklist, and confirmation after the first market day. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during year-round Mountain Standard Time coverage through changing national market schedules.

First Review Cycle

The Tucson, AZ opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during year-round Mountain Standard Time coverage through changing national market schedules. The review will keep research observations separate from live production decisions. Your initial work includes this task: Partner with engineering to productionize validated measures. It also includes this task: Document assumptions, failure modes, and regime sensitivity. The Tucson opening emphasizes consistent clock controls, well-timed handoffs, and reliable post-session review. The review must preserve the timing and source of each important input. The final note will connect the outcome to the full evidence path from event-time data design through production review of market-microstructure measures and give another specialist enough detail to challenge the decision without a separate meeting.

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 year-round Mountain Standard Time coverage through changing national market schedules.

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 Tucson, AZ 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 Tucson, AZ 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.