G-20 Group
Prediction Markets Quantitative Engineer
New York, New York · Full-time · Posted Jul 10, 2026
- Education
- Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field.
- Visa sponsorship
- Candidates must have pre-existing right to work in Zurich, London, New York, or Hong Kong without company sponsorship.
About the job
Build probabilistic forecasting models and production trading infrastructure to identify, price, execute, and manage risk in prediction markets across multiple venues.
What you'll do
- Develop and evaluate calibrated event-probability and pricing models using market and external signals.
- Create mispricing, arbitrage, position-sizing, and risk frameworks for prediction-market contracts.
- Build and operate data pipelines, execution services, monitoring, dashboards, and reproducible model-development systems.
What they ask for
- Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field.
- Strong Python skills and experience with production systems and data engineering.
- Foundation in statistics, probability, and machine learning; experience building backtests and evaluating predictive models.
- Familiarity with trading concepts including expected value, position sizing, risk budgeting, correlation, and liquidity constraints.
Nice to have
- Experience in forecasting, sports analytics, political modeling, event-driven trading, or market-making/liquidity modeling.
- Experience with NLP for news/social/media signals, prediction-market mechanics, or the listed data, streaming, orchestration, and cloud tools.
Tools
Python, SQL, pandas/numpy/scipy, PyTorch/sklearn, Airflow/dbt, Kafka, Postgres/BigQuery, Docker
AI focus
Develop machine-learning and probabilistic models to forecast event outcomes, combine signals, estimate uncertainty, detect model drift, and support trading decisions.
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