Senior Quantitative Researcher — Market Microstructure

From San Jose, CA, 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 San Jose, CA area and provides Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

Base salary: $210,000–$285,000 USD, based on experience
Work arrangement: Fully remote; applicants must be based in the San Jose, CA area
Experience: 7+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level

In this San Jose, CA role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

The San Jose opening emphasizes scalable research systems, measurable latency, and careful release validation. Large datasets and time-sensitive systems need separate measures for correctness, latency, and cost. The opening reviews the U.S. close while also preparing overnight workflows that must be ready before the next session. Production improvements are accepted only when tests show that speed did not weaken point-in-time integrity or auditability.

For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

The first review cycle for San Jose, CA starts with Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing. It will establish a measured baseline for event-time data quality, liquidity diagnostics, and intraday research review before the team proposes an operating change. Two assigned tasks anchor the evidence:
Build event-time datasets without look-ahead or survivorship bias; and Partner with engineering to product ionize validated measures. The San Jose opening emphasizes scalable research systems, measurable latency, and careful release validation. The record must show how each result affected the review. 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.

• 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 product ionize validated measures
• Document assumptions, failure modes, and regime sensitivity
• Own event-time data quality, liquidity diagnostics, and intraday research review during Pacific Time review of data-intensive workflows, the U.S. close, and overnight processing.

• 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

• 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 San Jose, CA opening.

• 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.

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.