Senior Quantitative Researcher — Market Microstructure — Columbus

The Columbus, OH opening for a Senior Quantitative Researcher — Market Microstructure is fully remote and restricted to applicants in that area. Its mandate is to research intraday price formation, liquidity, and execution behavior across U.S. equities while providing Eastern Time monitoring with a balanced schedule for research and live-market review.

Compensation and Benefits

About the Role

The central responsibility of the Columbus, OH opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Eastern Time monitoring with a balanced schedule for research and live-market review. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Columbus Operating Focus

The Columbus opening emphasizes steady operating cadence, transparent analysis, and durable cross-team processes. The schedule protects separate blocks for deep research, live observation, and review of production outcomes. That separation helps prevent a noisy session from rewriting a research conclusion without evidence. The opening also maintains a compact decision log so specialists in other locations can understand changes without another meeting. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time monitoring with a balanced schedule for research and live-market review.

First Review Cycle

The initial Columbus, OH review combines Eastern Time monitoring with a balanced schedule for research and live-market 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. Your initial work includes this task: Document assumptions, failure modes, and regime sensitivity. It also includes this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The Columbus opening emphasizes steady operating cadence, transparent analysis, and durable cross-team processes. The review must preserve the timing and source of each important input. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate the full evidence path from event-time data design through production review of market-microstructure measures from the same starting facts.

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 with a balanced schedule for research and live-market 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 Columbus, OH 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 Columbus, OH 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.