Job Description

Description

We are building an institutional trading firm and liquidity provider for prediction markets.

Applicants must be based in the New York City Metro area.

Responsibilities

The Quantitative Developer will design, develop, and maintain market making infrastructure, including:

Build pipelines for ingesting and processing low-latency order book, trade, event, and sports data
Implement and optimize models, pricing engines, and execution algorithms
Develop backtesting and research infrastructure used to evaluate trading strategies
Improve trade performance, reliability, monitoring, and deployment infrastructure

Qualifications

Experience in Python and/or C\+\+, Rust, or similar languages
Experience building trading software, financial infrastructure, or other high-performance systems.
Experience working with large-scale market datasets, including historical pricing and orderbook data
Bachelor’s, Master’s, or PhD degree in computer science, mathematics, physics, or related fields
Experience with sports data and analytics is preferred, but not necessary

Compensation will include a large equity position in the company.

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