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 Researcher will lead all aspects of research with the goal of deploying production grade market making infrastructure, including;

Develop market-making strategies using order book, trade, and event-level data.
Design models for pricing real-world events with constant game state changes
Build simulation and backtesting frameworks to evaluate trading strategies
Develop risk, inventory, and position management models to optimize execution and portfolio performance across markets.
Integrate with sports data vendors to ingest real-time data across multiple U.S. sports leagues

Qualifications

Quantitative research, systematic trading, and/or data-driven sports betting
Python, R, or other languages used for modeling, data analysis, and backtesting
Experience working with large-scale market datasets, including historical pricing and orderbook data
Experience with sports data and analytics is preferred, but not necessary
Bachelor’s, Master’s, or PhD degree in computer science, mathematics, physics, or related fields

Compensation will include a large equity position in the company.

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