Careers
Be wrong in private. Be right in public.
We are a small, research-led trading firm working on one of the most interesting problems in markets: pricing the future of the real world, contract by contract.
Why event markets, why now
For most of financial history, the only things you could trade were claims on companies, commodities and currencies. Event contracts let markets price almost any well-defined question: an inflation print, an election, a heatwave, a final score. The category is young, growing quickly and still under-researched. Problems that were solved decades ago in equities are open questions here.
That makes it an unusually good place to do original work. Every model you build is tested against reality within days or weeks, not years. Every contract resolves, so there is nowhere to hide and nothing to argue about.
How we work
- Small teams, real ownership. Researchers own categories end to end, from data to live P&L.
- One codebase, one data layer. No walls between research and production.
- Calibration over conviction. Strong opinions, scored honestly.
- Integrity first. Strict information barriers; we would rather not trade than trade on an edge we should not have.
| Offices | London · New York · Prague |
| Team backgrounds | Physics, CS, statistics, meteorology, political science, sports analytics, options market making |
| Hardest problem this quarter | Jointly pricing correlated outcomes on election night |
| Benefits | Top-of-market compensation, full health cover, conference budget, relocation, catered lunch |
Open roles
7 positions, updated monthly.
Quantitative Researcher, Event Markets
ResearchLondon · New York
The role
Build and own fair-value models for a category (macro, politics, weather or sport) from data sourcing to live trading. You will be judged on calibration and P&L, in that order.
You
- PhD or equivalent depth in statistics, physics, CS, economics or a related field, or an exceptional record without one
- Strong probability and Bayesian modelling; comfort with messy real-world data
- Fluent Python; experience shipping models that make real decisions
- Curiosity about how the world works, not just how markets work
Quantitative Trader
TradingLondon · New York
The role
Run a book of event contracts: set risk, tune quoting parameters, manage inventory across correlated outcomes and work with research to turn ideas into strategies.
You
- Fast, numerate, calm under binary jump risk
- Experience in market making or systematic trading (options, sports, or prediction markets a plus)
- Comfortable writing code to analyse your own trading
- Good judgement about what you do not know
Software Engineer, Low-Latency Trading
EngineeringLondon · Prague
The role
Own parts of the hot path: venue adapters, the quoting engine and risk checks. Make it faster, safer and easier to reason about.
You
- Systems experience in Rust or modern C++
- Understanding of networking, concurrency and performance measurement
- Care for correctness: tests, invariants, observability
- Trading experience helpful, not required
Data Engineer, Event Ingestion
EngineeringPrague · Remote (EU)
The role
Turn thousands of primary sources (agencies, election authorities, weather services, league feeds) into clean, timestamped, point-in-time data our models trust.
You
- Strong Python and SQL; experience with streaming and batch pipelines
- Obsession with provenance, timestamps and reproducibility
- Comfort parsing PDFs, APIs and everything in between
- Bonus: experience with on-chain data
Forecasting Specialist, Politics & Policy
ResearchNew York · Washington, D.C.
The role
Combine domain expertise and quantitative rigour to price elections, legislation and regulatory outcomes across jurisdictions.
You
- Deep knowledge of electoral systems or legislative process
- Quantitative skills: polling methodology, aggregation, uncertainty
- Track record of well-calibrated forecasts (tournaments welcome)
- Strict personal standards on information barriers
Resolution & Market Integrity Analyst
TradingLondon
The role
Read the rules so the firm never gets surprised by them. Own the resolution library, review new contracts and monitor for integrity risks.
You
- Precise reader and writer; legal, compliance or exchange-operations background welcome
- Comfortable with numbers and edge cases
- Sceptical by temperament
- Interest in markets and forecasting
Quantitative Research Intern (Summer)
ResearchLondon · New York
The role
Ten weeks on a real research problem with a mentor, ending in a presentation to the partners. Many interns return full-time.
You
- Penultimate-year undergraduate, master's or PhD student in a quantitative field
- Strong probability and programming
- Evidence of curiosity: projects, competitions, research
Interview process
Four steps. No trick questions, many good ones.
Conversation
Thirty minutes with someone who does the job. What you have built, what you want to work on.
Probability screen
Estimation, expected value and conditional probability. Reasoning out loud matters more than speed.
Modelling exercise
A real, cleaned-up problem from the desk: forecast some outcomes, then tell us how confident you are.
On-site day
Technical depth, a market-making game and lunch with the team. Decision within a week.
Want a feel for the problems? Try this month's puzzle. Strong answers get a direct reply from the research team.
Questions
About working here.
Do I need finance experience to work at a prediction market trading firm?
No. Many of our best researchers came from physics, computer science, meteorology, political science or sports analytics. We teach markets; we hire for reasoning.
What is the interview process for quantitative researcher roles?
A short recruiter call, a probability and estimation screen, a take-home or live modelling exercise, and an on-site day of technical and market-intuition interviews. The whole process usually takes three to four weeks.
How are traders and researchers compensated?
Competitive base salary plus a discretionary bonus tied to individual and firm performance. We do not publish figures, but we benchmark against top-tier quantitative trading firms.
Can I work remotely?
Engineering roles in Prague are open to remote candidates within the EU. Trading and research roles are office-based with flexibility.
Do you sponsor visas?
Yes, for most roles in London and New York.