Quantitative Developer - Prediction Markets

**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 trading 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.**