Senior Quantitative Researcher — Market Microstructure — El Paso

This El Paso, TX-based, fully remote Senior Quantitative Researcher — Market Microstructure position will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must live in the local area, which gives the team Mountain Time coordination between Central and Pacific market workflows.

Compensation and Benefits

About the Role

The central responsibility of the El Paso, TX opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Mountain Time coordination between Central and Pacific market workflows. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

El Paso Operating Focus

The El Paso opening emphasizes reliable cross-region handoffs and clear ownership when trading schedules overlap. The Mountain Time schedule overlaps with both Central and Pacific workflows, which makes transfer quality a central responsibility. The opening tracks work that crosses regions and closes ambiguous ownership before it becomes an incident. Late-session review also checks that the next team receives current data rather than an earlier snapshot. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Mountain Time coordination between Central and Pacific market workflows.

First Review Cycle

In El Paso, TX, the first formal review will assess event-time data quality, liquidity diagnostics, and intraday research review under the normal controls used for Mountain Time coordination between Central and Pacific market workflows. Any proposed response must remain within an approved limit. The cycle requires this task: Document assumptions, failure modes, and regime sensitivity. A separate check covers this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The El Paso opening emphasizes reliable cross-region handoffs and clear ownership when trading schedules overlap. Neither check can rely only on an informal message or market story. At the end of the cycle, you will show how the evidence supports or challenges the full evidence path from event-time data design through production review of market-microstructure measures. Open questions stay visible until another review resolves them.

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 coordination between Central and Pacific market workflows.

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 El Paso, TX 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 El Paso, TX 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.