Senior Quantitative Researcher — Market Microstructure — Houston

Based in the Houston, TX 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 Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

Compensation and Benefits

About the Role

The Houston, TX position owns the full evidence path from event-time data design through production review of market-microstructure measures. Its working schedule covers Central Time monitoring of cross-asset conditions and the complete U.S. trading day. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

Houston Operating Focus

The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. Cross-asset review becomes important when energy prices, rates, currencies, and equity risk move together. The opening must test whether those links are stable enough to affect a decision or are only a temporary reaction. Research and trading records must identify the exact evidence used without turning a market story into an unsupported conclusion. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

First Review Cycle

During the initial operating review in Houston, TX, you will examine event-time data quality, liquidity diagnostics, and intraday research review while the assigned schedule covers Central Time monitoring of cross-asset conditions and the complete U.S. trading day. Normal controls remain in force throughout the review. The cycle requires this task: Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. A separate check covers this task: Build event-time datasets without look-ahead or survivorship bias. The Houston opening emphasizes disciplined links between market evidence, cross-asset risk, and operating decisions. Neither check can rely only on an informal message or market story. The review is complete when a peer can reproduce the evidence, inspect the decision limit, and trace the outcome through 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 Central Time monitoring of cross-asset conditions and the complete U.S. trading day.

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 Houston, 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 Houston, 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.