At a Glance
- Tasks: Build cutting-edge trading systems and models for prediction markets.
- Company: Join G-20 Group, a leading cross-asset trading firm with a global presence.
- Benefits: Competitive salary, flexible schedule, and opportunities for professional growth.
- Other info: Dynamic startup-like environment with excellent career advancement opportunities.
- Why this job: Make an impact in financial markets while working with innovative technologies.
- Qualifications: Degree in a quantitative field and strong Python engineering skills required.
The predicted salary is between 60000 - 80000 £ per year.
About G20 Group G-20 Group is a leading cross-asset trading firm active in delta-one and derivatives markets.
Established in 2010, G-20 offers liquidity solutions, treasury management, and institutional advisory services.
We are supported by an outstanding team of professionals, with a robust global presence in EMEA, Americas, and APAC.
Role Overview We are hiring a Prediction Markets Quant Engineer to build research and trading infrastructure for operating in prediction markets (event contracts) across multiple venues.
You will design models that estimate event probabilities, detect mispricing, size positions, and manage risk - then translate them into reliable systems that run end-to-end (data → forecasting → execution → monitoring).
This role sits at the intersection of quant research, engineering, and market microstructure, and is ideal for someone who enjoys shipping robust systems as much as developing models.
Responsibilities Modeling 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).
For multi‑outcome markets: enforce probability coherence (no‑arb constraints, normalization) and portfolio optimization across correlated contracts.
Engineering participate in incident reviews and continuous improvement.
Requirements 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 / Desirable Experience 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/Py MC), or ensemble methods.
Familiarity with rigorous experimentation: online/offline evaluation, data leakage prevention, and model governance.
Tech Stack Python, SQL, pandas/numpy/scipy, Py Torch/sklearn Airflow/dbt, Kafka (or equivalents), Postgres/Big Query Docker, Kubernetes (optional), CI/CD (Git Hub Actions)
Observability: Prometheus/Grafana, Open Telemetry (or equivalents) Locations and Right to Work This role can be based out of our Zurich, London, New York or Hong Kong office.
Only candidates who possess the pre-existing right to work in one of the locations above without company sponsorship need apply.
Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. #J-18808-Ljbffr
Prediction Markets Quantitative Engineer employer: G-20 Group
G-20 Group is an exceptional employer, offering a vibrant work culture that thrives on collaboration and innovation in the heart of London or New York. With a strong focus on employee growth, we provide ample opportunities for professional development and mentorship, ensuring that our team members are equipped to excel in the fast-paced world of options trading. Join us to be part of a dynamic environment where your contributions directly impact our success and where you can enjoy the unique advantages of working in two of the world's leading financial hubs.
