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About the Role:
In this role, you will apply mathematical and quantitative methods to evaluate financial products and markets, identify trading opportunities, and assess risks.
Responsibilities:
- Research prediction markets, protocols, strategies, and manage a sizeable portfolio.
- Conduct in-depth research on prediction markets.
- Design and deploy algorithmic trading strategies to the production environment.
- Expand the automated trading business to new products and venues, and calibrate and fine-tune performance.
- Provide reporting on daily market sentiment, risk exposure, and P&L.
- Conduct post-trade analysis of trading strategies and algorithm performance, implement risk mitigation measures, and take responsibility for portfolio and strategy optimization.
Who You Are:
- STEM Degree from a top college or university.
- Have a quantitative trading strategy that is currently and consistently profitable on live prediction markets, such as Polymarket or Kalshi (not just in simulations or back-tests).
- Excellent Return on Capital (ROC) with a proven track record, not just back-test data.
- Candidates with prior experience at a buy-side trading firm or hedge fund are preferred.
- Must be able to do hands-on coding in any of the following languages: Rust, C++, Golang, or Python.
General Requirements:
- Candidates are required to be on-site at the NYC office five days a week.
- Candidates should expect 2–3 rounds of coding tests, each lasting 2–3 hours.
- Excellent written and spoken English, any other languages will be a plus.
Benefits:Â
- Highly competitive salary
- Semi-annual discretionary bonus
- Relocation assistance if needed
- 20 days of PTO annually
- Unlimited sick days
- Dedicated mentors to accelerate your growth
- Friendly start-up working environment
- Fully stocked kitchen
- Team lunches and dinners
- Breakfast catering
- Social events
- Gym subsidy
- Opportunity to visit our global offices
$100,000 - $250,000 a year
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