Quantitative Researcher - Prediction Markets, Quant Trading

We are establishing a new team dedicated to quantitative research, with a focus on pricing, market-making, and risk models for prediction markets. This role requires a proactive individual with expertise in data engineering, research, modeling, and close collaboration with traders. The team will work across sports and non-sports event markets, covering various contract types such as single-outcome markets, player props, and parlays. Responsibilities: Develop a robust data foundation and convert raw data into pricing inputs Carry out research to build quantitative pricing, market-making, and risk models for diverse markets Model cross-market dependencies, correlations, portfolio effects, especially in combinatorial products like parlays Collaborate closely with traders to enhance pricing logic, market coverage, and trading performance Create frameworks for backtesting, simulation, and model validation Construct tools to monitor model performance, calibration, P&L attribution, and real-time trading outcomes Assist in defining tools, workflow, and research standards for the new team Requirements: Solid quantitative background in statistics, mathematics, machine learning, economics, or related fields Experience in constructing models in trading, sports, betting, prediction markets, or similar sectors Proficiency in Python and data handling, comfortable managing data pipelines and modeling Ability to transition efficiently from raw data to research insights to production-ready mode Demonstrates a high level of ownership, strong communication skills, and is comfortable working in a fast-paced and high-growth environment Salary Range: $100,000 - $150,000 annually We may leverage artificial intelligence tools to analyze CVs against the job requirements to aid our recruitment process. Please reach out if you seek detailed information on how your data is processed.