G-20 Strategies AG ยท 3 weeks ago
Prediction Market Quantitative Engineer
New York, NY
Full-time
Onsite
Mid, Senior LevelG-20 Strategies AG is a pioneer in Quantitative Trading systems in cross-asset markets. They are seeking a Prediction Market Quantitative Engineer to build research and trading infrastructure for prediction markets, focusing on model design, risk management, and system reliability.
Financial Services
No H1B
Responsibilities
Develop probabilistic models to forecast outcomes of real-world events (e.g., elections, macro releases, sports, policy decisions, industry milestones)
Combine heterogeneous signals (time series, text/news, market data, polling/alternative data, fundamentals, expert priors) into calibrated probability estimates
Build pricing and edge frameworks: fair value, uncertainty bands, expected value, and model drift/regime diagnostics
Identify and exploit mis-pricings across contracts/venues; design cross-market arbitrage and relative-value strategies where feasible
Build position sizing and risk frameworks (Kelly variants, drawdown/risk budgets, scenario stress tests, liquidity/impact-aware sizing)
Enforce probability coherence (no-arb constraints, normalization) and portfolio optimization across correlated contracts
Build data pipelines and real-time services for ingesting, cleaning, and versioning market + external data
Implement execution tooling: order management, smart routing (where applicable), monitoring, and automated safeguards
Create dashboards/alerts for performance, exposure, model health (calibration, drift), and operational integrity
Ensure reproducibility: experiment tracking, model registry, CI/CD, and robust testing
Work closely with trading/risk/compliance stakeholders to translate research into controlled deployment
Document models, assumptions, failure modes, and operating procedures; participate in incident reviews and continuous improvement
Qualification
Required
Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field
Strong engineering skills with Python (required); experience with production systems and data engineering
Solid foundation in statistics, probability, and machine learning (calibration, uncertainty, causal pitfalls, time-series)
Experience building backtests and evaluating predictive models with appropriate metrics (e.g., log loss/Brier, calibration)
Familiarity with trading concepts: expected value, position sizing, risk budgeting, correlation, liquidity constraints
Ability to communicate clearly about model assumptions, limitations, and risk
Some schedule flexibility may be required around major event windows
Self-motivated, detail-oriented, and comfortable working in a dynamic, startup-like environment
Preferred
Prior work in forecasting, sports analytics, political modeling, event-driven trading, or market-making/liquidity modeling
Experience with NLP for news/social/media signals; knowledge graphs or information retrieval for event resolution
Knowledge of prediction market mechanics (order books vs AMMs, fee structures, market manipulation/anti-manipulation signals)
Proficiency with SQL; experience with streaming systems (Kafka), workflow orchestration (Airflow), and cloud (AWS/GCP/Azure)
Experience with Bayesian methods, probabilistic programming (Stan/PyMC), or ensemble methods
Familiarity with rigorous experimentation: online/offline evaluation, data leakage prevention, and model governance
Company
G-20 Strategies AG
G-20 Strategies AG is a specialist in global macro trading and quant trading strategies development.
Founded in 2010
0-1 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase