Job Closed
Quantitative Developer - Prediction Markets
- Source: LinkedIn
- Sports Trading Firm
- On-site
- New York City
- Full-Time
- Mid level
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 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.
Skills
- Python
- cplusplus
- rust
This job is no longer accepting applications.
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