Prediction Markets Quantitative Engineer

pstrongAbout G20 Group /strong /ppG-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. /ppstrongRole Overview /strong /ppWe are hiring a strongPrediction Markets Quant Engineer /strong 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). /ppThis 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. /p pstrongResponsibilities /strong /p pemstrongModeling Research /strong /em /pulliDevelop probabilistic models to forecast outcomes of real-world events (e.g., elections, macro releases, sports, policy decisions, industry milestones). /li /ululliCombine heterogeneous signals (time series, text/news, market data, polling/alternative data, fundamentals, expert priors) into calibrated probability estimates. /li /ululliBuild pricing and edge frameworks: fair value, uncertainty bands, expected value, and model drift/regime diagnostics. /li /ululliDesign evaluation methods (proper scoring rules like log loss/Brier score, calibration curves, back-tests with realistic costs and constraints). /li /ul pemstrongTrading Market Design (Applied) /strong /em /pulliIdentify and exploit mis-pricings across contracts/venues; design cross-market arbitrage and relative-value strategies where feasible. /li /ululliBuild position sizing and risk frameworks (Kelly variants, drawdown/risk budgets, scenario stress tests, liquidity/impact-aware sizing). /li /ululliFor multi-outcome markets: enforce probability coherence (no-arb constraints, normalization) and portfolio optimization across correlated contracts. /li /ul pemstrongEngineering Production /strong /em /pulliBuild data pipelines and real-time services for ingesting, cleaning, and versioning market + external data. /li /ululliImplement execution tooling: order management, smart routing (where applicable), monitoring, and automated safeguards. /li /ululliCreate dashboards/alerts for performance, exposure, model health (calibration, drift), and operational integrity. /li /ululliEnsure reproducibility: experiment tracking, model registry, CI/CD, and robust testing. /li /ul pemstrongCollaboration Governance /strong /em /pulliWork closely with trading/risk/compliance stakeholders to translate research into controlled deployment. /li /ululliDocument models, assumptions, failure modes, and operating procedures; participate in incident reviews and continuous improvement. /li /ulpstrongRequirements /strong /pulliDegree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field. /liliStrong engineering skills with Python (required); experience with production systems and data engineering. /liliSolid foundation in statistics, probability, and machine learning (calibration, uncertainty, causal pitfalls, time-series). /liliExperience building backtests and evaluating predictive models with appropriate metrics (e.g., log loss/Brier, calibration). /liliFamiliarity with trading concepts: expected value, position sizing, risk budgeting, correlation, liquidity constraints. /liliAbility to communicate clearly about model assumptions, limitations, and risk. /liliSome schedule flexibility may be required around major event windows /liliSelf-motivated, detail-oriented, and comfortable working in a dynamic, startup-like environment. /li /ul pstrongPreferred / Desirable Experience /strong /pulliPrior work in forecasting, sports analytics, political modeling, event-driven trading, or market-making/liquidity modeling. /liliExperience with NLP for news/social/media signals; knowledge graphs or information retrieval for event resolution. /liliKnowledge of prediction market mechanics (order books vs AMMs, fee structures, market manipulation/anti-manipulation signals). /liliProficiency with SQL; experience with streaming systems (Kafka), workflow orchestration (Airflow), and cloud (AWS/GCP/Azure). /liliExperience with Bayesian methods, probabilistic programming (Stan/PyMC), or ensemble methods. /liliFamiliarity with rigorous experimentation: online/offline evaluation, data leakage prevention, and model governance. /li /ul pstrongTech Stack /strong /pulliPython, SQL, pandas/numpy/scipy, PyTorch/sklearn /li /ululliAirflow/dbt, Kafka (or equivalents), Postgres/BigQuery /li /ululliDocker, Kubernetes (optional), CI/CD (GitHub Actions) /li /ululliObservability: Prometheus/Grafana, OpenTelemetry (or equivalents) /li /ul pstrongLocations and Right to work /strong: 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. /p pJoin G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. /p