Senior Quant: Intraday Market Microstructure; Remote

From New York, NY, 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 New York, NY area and provides early U.S. market preparation and the full Eastern Time cash session.

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

In this New York, NY role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting early U.S. market preparation and the full Eastern Time cash session. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Daily work begins before the cash open with overnight-gap review, scheduled-event checks, and clear escalation ownership. Opening and closing auctions receive separate analysis because each can create different liquidity and execution conditions. Post-close records must explain what changed, what remained uncertain, and which issue carries into the next session.

For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session.

The New York, NY opening begins with an end-to-end review of event-time data quality, liquidity diagnostics, and intraday research review during early U.S. market preparation and the full Eastern Time cash session. The review will keep research observations separate from live production decisions. The cycle requires this task:
Build event-time datasets without look-ahead or survivorship bias. A separate check covers this task:
Partner with engineering to product ionize validated measures. The New York opening emphasizes fast morning escalation, precise market-open review, and complete end-of-day records. Neither check can rely only on an informal message or market story. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate the full evidence path from event-time data design through production review of market-microstructure measures from the same starting facts.

• 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 early U.S. market preparation and the full Eastern Time cash session.

• 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 New York, NY opening.

• Medical, dental, and vision plan options with substantial company support
• 401(k) plan with company matching
• Flexible paid…