Quantitative Research Intern

About the role

You will step into a focused trading role centered on prediction markets where your analytical work directly guides capital deployment. This position grants substantial autonomy, allowing you to design and refine models with minimal oversight while observing the direct consequences of each decision. You will own the development and testing of quantitative strategies that seek edges in prediction market dynamics using live capital streams. The role provides direct exposure to the results of your models, meaning your performance is closely tied to the profitability and robustness of your contributions. You will manage the full lifecycle of trading ideas from initial hypothesis through execution and post-trade analysis in collaboration with experienced traders. This environment emphasizes disciplined risk management and precise implementation, ensuring that every model change is evaluated for its real-world impact. You will work alongside engineers and traders to iterate quickly, turning theoretical insights into executable strategies that perform under market pressure. Your contributions will be measured by clear, transparent metrics that reflect both efficiency and consistency in live conditions.

Key facts

What you'll do

Develop and deploy quantitative trading strategies tailored for prediction markets using live capital streams.

Manage end to end trading workflows including real time trade execution, risk controls, and dynamic position sizing.

Refine existing algorithms continuously by analyzing performance data and adjusting parameters to enhance profitability and resilience.

Analyze evolving market conditions to uncover profitable opportunities using statistical methods and machine learning techniques.

Construct and maintain robust data pipelines that feed clean, timely information into modeling and backtesting frameworks.

Generate detailed performance reports that highlight key metrics, risk exposures, and strategic adjustments for stakeholder review.

Communicate analytical findings clearly and effectively to both technical and non technical team members during standups and reviews.

Evaluate market microstructure elements to understand liquidity, order book dynamics, and execution costs for prediction market instruments.

Implement monitoring systems that track model behavior in real time, flagging anomalies and triggering safeguards when necessary.

Collaborate with engineering teams to integrate models into production environments, ensuring reliability, scalability, and low latency execution.

Requirements

Demonstrate a strong background in quantitative analysis with a focus on algorithmic trading strategies and statistical modeling techniques.

Show proficiency in at least one of the following programming languages Python, Typescript, Go, or Rust, with evidence of writing clean, maintainable code.

Bring prior experience or a demonstrated interest in cryptocurrency trading, US equity markets, or prediction markets to understand their unique characteristics.

Possess a solid understanding of trading platforms, data analysis tools, and market microstructure concepts that influence execution quality.

Exhibit excellent problem solving skills, paying close attention to detail and accuracy in both research and implementation phases.

Comfortably work independently, managing risk parameters and making reasoned real time decisions without constant supervision.

Commit to following established procedures for risk assessment, trade validation, and compliance checks in a live trading context.

Engage in continuous learning to keep up with advances in quantitative finance, machine learning, and market specific developments.

Nice to have

Experience with building or optimizing prediction market models, including scoring rules, liquidity pools, or automated market maker mechanisms.

Familiarity with cryptographic primitives, on chain data analysis, or decentralized finance instruments that intersect with prediction markets.

Contributions to open source projects related to trading systems, data analysis, or financial modeling.

Background in academic research or publications that explore market efficiency, forecasting, or behavioral aspects of prediction markets.

Hands on experience with high frequency trading infrastructure, low latency systems, or event driven architectures that support rapid decision cycles.

Practical notes

This is a contract based engagement with hours and schedule to be confirmed in coordination with the team.

Travel is not expected for this role as it is designed to be performed remotely with coordination through digital channels.

Visa sponsorship is not available for this position at this time.

The start date is dependent on internal alignment and the availability of the selected candidate.

Compensation and alignment

Your compensation will follow a pod based profit sharing structure where you trade using our capital under a transparent arrangement that directly links returns to your contribution. This structure is designed to align your incentives with the performance of the strategies you develop and manage. While exact monetary figures are not published, the arrangement ensures that your efforts are rewarded in proportion to the value generated for the team. The focus remains on building strategies that deliver consistent, risk adjusted results in live markets.