About this role
Responsibilities:
- Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives.
- Monitor live trading, P&L, positions, risk, and execution performance.
- Research, backtest, deploy, and improve systematic trading strategies.
- Identify new trading opportunities across markets, products, exchanges, and venues.
- Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency.
- Optimize strategy parameters, position sizing, execution, and risk controls.
- Work closely with quantitative developers and researchers to implement new strategies and improve trading systems.
- Participate in local trading coverage and rotating weekend coverage.
Requirements:
- 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading.
- Demonstrated experience developing, operating, or improving profitable trading strategies.
- Strong understanding of market microstructure, execution, and risk management.
- Strong Python programming and quantitative data-analysis skills.
- Experience working with large market and trading datasets; SQL experience is preferred.
- Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets.
- Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience.
Preferred:
- Experience trading in one or more of prediction markets, equities, or crypto markets .
- Experience with market making, statistical arbitrage, relative value, arbitrage, or other systematic strategies.
- Experience with exchange APIs, order-book or tick-level data, automated execution, or real-time trading systems.
- C++ experience is a plus.