Senior Quantitative Researcher — Market Microstructure — Louisville

The Louisville, KY 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 coordination of daily research checks, live decisions, and final reconciliation.

Compensation and Benefits

About the Role

The central responsibility of the Louisville, KY opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Eastern Time coordination of daily research checks, live decisions, and final reconciliation. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Louisville Operating Focus

The Louisville opening emphasizes repeatable controls, well-defined ownership, and concise cross-functional review. The day starts with a short list of required research and operating checks rather than a broad status meeting. Live exceptions use defined severity and ownership rules. Final reconciliation closes completed work, preserves evidence for material decisions, and prevents an unresolved item from disappearing when responsibility moves to another person. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time coordination of daily research checks, live decisions, and final reconciliation.

First Review Cycle

The Louisville, KY opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time coordination of daily research checks, live decisions, and final reconciliation. The review will keep research observations separate from live production decisions. 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 Louisville opening emphasizes repeatable controls, well-defined ownership, and concise cross-functional review. Neither check can rely only on an informal message or market story. The final record separates completed work, open research, and live operating risk. A reviewer must be able to trace each material decision 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 Eastern Time coordination of daily research checks, live decisions, and final reconciliation.

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 Louisville, KY 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 Louisville, KY 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.