Senior Quantitative Researcher — Market Microstructure — Los Angeles

Anemoi is hiring a fully remote Senior Quantitative Researcher — Market Microstructure based in the Los Angeles, CA area to research intraday price formation, liquidity, and execution behavior across U.S. equities. The opening is designed for Pacific Time coverage of the U.S. close and the after-hours research handoff.

Compensation and Benefits

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

About the Role

This opening gives the Los Angeles, CA hire responsibility for the full evidence path from event-time data design through production review of market-microstructure measures, with operating coverage focused on Pacific Time coverage of the U.S. close and the after-hours research handoff. You will connect research, engineering, trading, and risk without hiding uncertainty or operational tradeoffs.

Los Angeles Operating Focus

The Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. The schedule gives this opening direct ownership of the closing auction, late-session liquidity changes, and earnings or corporate events released after the U.S. close. Morning overlap with Eastern Time is reserved for decisions that need live discussion. Later work must leave a complete record for the next pre-market review. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Pacific Time coverage of the U.S. close and the after-hours research handoff.

First Review Cycle

The initial Los Angeles, CA review combines Pacific Time coverage of the U.S. close and the after-hours research handoff with a controlled examination of event-time data quality, liquidity diagnostics, and intraday research review. Each material observation needs a source, a time, and a defined owner. Your initial work includes this task: Partner with engineering to productionize validated measures. It also includes this task: Document assumptions, failure modes, and regime sensitivity. The Los Angeles opening emphasizes clean transfers from East Coast decisions into late-session and post-close analysis. The review must preserve the timing and source of each important input. Completion requires a repeatable evidence path, a clear response boundary, and a time for the next check. Those records must connect directly to 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 Pacific Time coverage of the U.S. close and the after-hours research handoff.

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 Los Angeles, CA 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.