Quantitative Trader

Quant Trader – Prediction MarketsWe’re partnering with a fast growing prediction markets trading firm looking to hire a Quant Trader to help build and scale systematic trading strategies across Kalshi & Polymarket.The team operates at the intersection of trading, quantitative research, and real world event forecasting, with a strong focus on pricing inefficiencies, liquidity dynamics, and automated execution across prediction market venuesResponsibilities• Develop and deploy systematic trading strategies across prediction markets and event driven products • Research pricing inefficiencies across sports, politics, macro, crypto, and real world event markets • Build quantitative models around probabilities, market behaviour, and order flow dynamics • Analyse exchange microstructure, liquidity, and execution performance across venues • Design and optimise automated execution and market making systems • Monitor live trading performance, risk exposure, and strategy health in production • Work closely with engineering and data teams to improve infrastructure and scalability • Identify new datasets and alternative signals to improve forecasting and pricing accuracyDesired Skills• Strong experience in quantitative trading, sports trading, market making, or systematic research• Excellent Python skills, experience with C++, Rust, or low latency systems is beneficial• Understanding of exchange based trading environments and execution dynamics• Interest in prediction markets, event driven trading, sports modelling, or behavioural inefficiencies• Ability to operate independently within fast moving, high ownership environments• Strong academic background in Mathematics, Physics, Computer Science, Engineering, or a related quantitative fieldExperience across prediction markets, sports betting, crypto derivatives, HFT, market making, or statistical arbitrage is highly relevant.