Quantitative Researcher

A leading systematic prop trading firm ($11B AUM) is seeking a Quantitative Researcher to help build a new Prediction Markets strategy during its most ambitious growth phase yet. This is an opportunity to shape a rapidly emerging asset class spanning sports, politics, economics, and other real-world events. You will develop the models, datasets, and trading frameworks required to price uncertain outcomes and identify opportunities in markets that are still largely unexplored. Compensation starts at a $300,000 base + Bonus + PnL% getting to guaranteed packages ranging from $500,000 to $1.5M. The role is hybrid out of New York with flexibility to work remote within the US. Role Includes: Build probabilistic pricing and forecasting models for real-world events Source and transform unconventional datasets into tradable signals Develop ML-driven approaches to probability calibration, market microstructure, and participant behavior Identify mispriced outcomes across sports, politics, economics, and emerging event markets Must Have: 2 to 5 years of experience in quantitative research, development, trading, or execution Evidence of research reaching production or influencing live trading decisions Strong foundations in probability, statistics, machine learning, and experimental design Academic background in mathematics, statistics, computer science, physics, engineering, or a related quantitative discipline Genuine interest in forecasting, decision-making under uncertainty, and building within a new market category #J-18808-Ljbffr Goliath Partners