Senior Quantitative Researcher — Market Microstructure — Denver

From Denver, CO, 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 Denver, CO area and provides Mountain Time coverage that connects early market review with late-session supervision.

Compensation and Benefits

About the Role

The central responsibility of the Denver, CO opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Mountain Time coverage that connects early market review with late-session supervision. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Denver Operating Focus

The Denver opening emphasizes consistent cross-time-zone ownership and timely escalation without rushed decisions. Mountain Time creates direct overlap with early Eastern decisions and later Pacific review. This opening uses that position to prevent issues from falling between regional schedules. A handoff is accepted only when the current state, time sensitivity, responsible person, and next verification step are all clear. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time coverage that connects early market review with late-session supervision.

First Review Cycle

Your first documented cycle for the Denver, CO opening will test the operating process for event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time coverage that connects early market review with late-session supervision. The objective is a reproducible baseline, not a quick narrative. Two assigned tasks anchor the evidence: Document assumptions, failure modes, and regime sensitivity; and Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The Denver opening emphasizes consistent cross-time-zone ownership and timely escalation without rushed decisions. The record must show how each result affected the review. The final handoff will name the current state, the responsible person, and the next verification step. It will preserve a clear path back 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 Mountain Time coverage that connects early market review with late-session supervision.

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 Denver, CO 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 Denver, CO 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.