Senior Quantitative Researcher — Market Microstructure — Raleigh

The Raleigh, NC opening for a Senior Quantitative Researcher — Market Microstructure is fully remote and restricted to applicants in that area. Its mandate is to research intraday price formation, liquidity, and execution behavior across U.S. equities while providing Eastern Time collaboration across quantitative research, data systems, and market operations.

Compensation and Benefits

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

About the Role

The central responsibility of the Raleigh, NC opening is the full evidence path from event-time data design through production review of market-microstructure measures. The assigned window includes Eastern Time collaboration across quantitative research, data systems, and market operations. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Raleigh Operating Focus

The Raleigh opening emphasizes reproducible analysis, strong technical partnerships, and disciplined production review. The opening works across quantitative research, data engineering, and market operations, so interface quality matters as much as individual analysis. Inputs, outputs, owners, and failure behavior must be explicit. Eastern Time coverage also allows a complete production review before results move into an overnight research or data workflow. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Eastern Time collaboration across quantitative research, data systems, and market operations.

First Review Cycle

The first review cycle for Raleigh, NC starts with Eastern Time collaboration across quantitative research, data systems, and market operations. 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: Document assumptions, failure modes, and regime sensitivity; and Design studies of spreads, depth, impact, auction behavior, and short-horizon price response. The Raleigh opening emphasizes reproducible analysis, strong technical partnerships, and disciplined production review. The record must show how each result affected the review. The review closes only after another specialist can reproduce the key checks and identify the evidence behind the outcome for the full evidence path from event-time data design through production review of market-microstructure measures.

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 Eastern Time collaboration across quantitative research, data systems, and market operations.

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 Raleigh, NC 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.

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.