Prediction Markets Quantitative Engineer

About the role

G-20 Group is seeking a Prediction Markets Quantitative Engineer to build research and trading infrastructure for prediction markets across multiple venues. You will design models to estimate event probabilities, detect mispricing, size positions, and manage risk, translating them into reliable end‑to‑end systems.

Key responsibilities

• Develop probabilistic models to forecast real‑world events using heterogeneous signals such as time series, news, polling, and alternative data.
• Build pricing frameworks, evaluate models with proper scoring rules, and design back‑tests with realistic costs.
• Identify and exploit mis‑pricings, create cross‑market arbitrage strategies, and enforce probability coherence for multi‑outcome markets.
• Construct data pipelines, real‑time services, and execution tooling including order management and smart routing.
• Create dashboards, alerts, and ensure reproducibility through experiment tracking, CI/CD, and robust testing.

Required profile

• Degree in Quantitative Finance, Mathematics, Computer Science, Statistics or related field.
• Strong engineering skills in Python and experience with production systems and data engineering.
• Solid foundation in statistics, probability, machine learning, and experience building back‑tests.
• Ability to communicate model assumptions, limitations, and risk clearly.

Required skills

• Python
• SQL
• Pandas, NumPy, SciPy
• PyTorch, scikit‑learn
• Airflow, dbt
• Kafka (or equivalents)
• Postgres, BigQuery
• Docker, Kubernetes (optional)
• GitHub Actions (CI/CD)
• Prometheus, Grafana, OpenTelemetry