Senior Quantitative Researcher — Market Microstructure

Anemoi is hiring a fully remote Senior Quantitative Researcher — Market Microstructure based in the Nashville, TN area to research intraday price formation, liquidity, and execution behavior across U.S. equities. The opening is designed for Central Time review across the main cash session and the post-close operating cycle.

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

The Nashville, TN position owns the full evidence path from event-time data design through production review of market-microstructure measures. Its working schedule covers Central Time review across the main cash session and the post-close operating cycle. You will work with a small group of specialists and preserve enough evidence for another person to challenge every material decision.

The Nashville opening emphasizes clear daily rhythm, controlled experimentation, and direct communication of risk. The Central Time workflow follows a deliberate rhythm from research check to live review to post-close learning. Controlled experiments remain separate from normal production activity and have smaller limits. The opening summarizes material decisions in plain language so a technical or trading specialist can test the reasoning later.

For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time review across the main cash session and the post-close operating cycle.

The first review cycle for Nashville, TN starts with Central Time review across the main cash session and the post-close operating cycle. It will establish a measured baseline for event-time data quality, liquidity diagnostics, and intraday research review before the team proposes an operating change. 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 Nashville opening emphasizes clear daily rhythm, controlled experimentation, and direct communication of risk. Neither check can rely only on an informal message or market story. The final note will connect the outcome to the full evidence path from event-time data design through production review of market-microstructure measures and give another specialist enough detail to challenge the decision without a separate meeting.

• 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 Central Time review across the main cash session and the post-close operating cycle.

• 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 Nashville, TN 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.