Senior Quantitative Researcher: Microstructure; Remote

This Phoenix, AZ-based, fully remote Senior Quantitative Researcher — Market Microstructure position will research intraday price formation, liquidity, and execution behavior across U.S. equities. Applicants must live in the local area, which gives the team year-round Mountain Standard Time coverage as national clock alignments change.

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

In this Phoenix, AZ role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting year-round Mountain Standard Time coverage as national clock alignments change. The work requires direct communication, explicit limits, and records that remain useful after market conditions change.

The Phoenix opening emphasizes explicit handoff rules during daylight-saving changes and dependable afternoon review. Arizona does not observe daylight-saving time, so the relationship between local hours and other U.S. teams changes during the year. This opening owns a written clock-change checklist for meetings, market events, alerts, and shift transfers. The objective is simple: no missed review or unclear owner because another region moved its clock.

For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during year-round Mountain Standard Time coverage as national clock alignments change.

For the first complete work cycle in Phoenix, AZ, you will use year-round Mountain Standard Time coverage as national clock alignments change to test how the team measures and escalates changes in event-time data quality, liquidity diagnostics, and intraday research review. Your initial work includes this task:
Build event-time datasets without look-ahead or survivorship bias. It also includes this task:
Partner with engineering to product ionize validated measures. The Phoenix opening emphasizes explicit handoff rules during daylight-saving changes and dependable afternoon review. The review must preserve the timing and source of each important input. The final handoff will name the current state, the responsible person, and the next verification step. It will preserve a clear path back 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 year-round Mountain Standard Time coverage as national clock alignments change.

• 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 Phoenix, AZ 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.

Submit a current resume through the application form for the Phoenix, AZ opening. A short cover letter is optional. We will contact qualified applicants about the interview process and next steps.

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.