Senior Quantitative Researcher — Market Microstructure — Mesa

Anemoi is hiring a fully remote Senior Quantitative Researcher — Market Microstructure based in the Mesa, AZ area to research intraday price formation, liquidity, and execution behavior across U.S. equities. The opening is designed for year-round Mountain Standard Time review of national markets and afternoon exceptions.

Compensation and Benefits

About the Role

This opening gives the Mesa, AZ hire responsibility for the full evidence path from event-time data design through production review of market-microstructure measures, with operating coverage focused on year-round Mountain Standard Time review of national markets and afternoon exceptions. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Mesa Operating Focus

The Mesa opening emphasizes clock-aware procedures, steady remote coordination, and complete close documentation. Year-round Mountain Standard Time requires deliberate management of schedule changes elsewhere in the country. This opening confirms event calendars, automated jobs, and coverage windows after each national clock shift. Afternoon review focuses on incomplete decisions and produces a handoff that remains clear when colleagues begin earlier the next day. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during year-round Mountain Standard Time review of national markets and afternoon exceptions.

First Review Cycle

Your first documented cycle for the Mesa, AZ opening will test the operating process for event-time data quality, liquidity diagnostics, and intraday research review during year-round Mountain Standard Time review of national markets and afternoon exceptions. The objective is a reproducible baseline, not a quick narrative. Your initial work includes this task: Partner with engineering to productionize validated measures. It also includes this task: Document assumptions, failure modes, and regime sensitivity. The Mesa opening emphasizes clock-aware procedures, steady remote coordination, and complete close documentation. The review must preserve the timing and source of each important input. The closing summary must show whether the evidence supports a change or only further study. It must let another specialist evaluate the full evidence path from event-time data design through production review of market-microstructure measures without private context.

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 year-round Mountain Standard Time review of national markets and afternoon exceptions.

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 Mesa, AZ 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 Mesa, AZ 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.