Senior Quantitative Researcher — Market Microstructure — Boston

From Boston, MA, 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 Boston, MA area and provides Eastern Time research challenge before the open and throughout the U.S. trading session.

Compensation and Benefits

About the Role

In this Boston, MA role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting Eastern Time research challenge before the open and throughout the U.S. trading session. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

Boston Operating Focus

The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. Independent challenge is built into the research schedule before any production decision. The opening must show how a conclusion changes under alternative samples, costs, and regimes. During live markets, deviations are recorded without forcing an immediate explanation, and later review determines whether the evidence supports a research or operating change. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time research challenge before the open and throughout the U.S. trading session.

First Review Cycle

Your first documented cycle for the Boston, MA opening will test the operating process for event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time research challenge before the open and throughout the U.S. trading session. The objective is a reproducible baseline, not a quick narrative. Your initial work includes this task: Build event-time datasets without look-ahead or survivorship bias. It also includes this task: Partner with engineering to productionize validated measures. The Boston opening emphasizes rigorous quantitative review, explicit uncertainty, and reproducible evidence. The review must preserve the timing and source of each important input. 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 research challenge before the open and throughout the U.S. trading session.

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 Boston, MA 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 Boston, MA 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.