Senior Quantitative Researcher Market Microstructure Memphis

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

About the Role: In this Memphis, TN role, you will be accountable for the full evidence path from event-time data design through production review of market-microstructure measures while supporting Central Time oversight of market flow, exception handling, and post-close investigation. The work requires direct communication, explicit limits, and records that remain useful after market conditions change. Memphis Operating Focus The Memphis opening emphasizes efficient handoffs, direct operational ownership, and complete resolution of open issues. The Central Time opening follows market flow through the main session and owns the transfer from live exception handling into investigation. Operational speed cannot erase evidence needed for review. Each open case records the observed behavior, immediate containment, likely impact, and the test that will confirm full resolution. For this role, that means direct ownership of event-time data quality, liquidity diagnostics, and intraday research review during Central Time oversight of market flow, exception handling, and post-close investigation. First Review Cycle In Memphis, TN, the first formal review will assess event-time data quality, liquidity diagnostics, and intraday research review under the normal controls used for Central Time oversight of market flow, exception handling, and post-close investigation. Any proposed response must remain within an approved limit. Two assigned tasks anchor the evidence: Build event-time datasets without look-ahead or survivorship bias; and Partner with engineering to productionize validated measures. The Memphis opening emphasizes efficient handoffs, direct operational ownership, and complete resolution of open issues. The record must show how each result affected the review. 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.

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 Central Time oversight of market flow, exception handling, and post-close investigation.

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 Memphis, TN 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.