Systematic Trader

The **Trading team** develops and operates quantitative trading strategies across **prediction markets, equity markets, and crypto markets**, including spot and derivatives.
We are looking for an experienced **Systematic Trader** to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets.

Responsibilities:

• Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives.
• Monitor live trading, P&L, positions, risk, and execution performance.
• Research, backtest, deploy, and improve systematic trading strategies.
• Identify new trading opportunities across markets, products, exchanges, and venues.
• Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency.
• Optimize strategy parameters, position sizing, execution, and risk controls.
• Work closely with quantitative developers and researchers to implement new strategies and improve trading systems.
• Participate in local trading coverage and rotating weekend coverage.

Requirements:

• 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading.
• Demonstrated experience developing, operating, or improving profitable trading strategies.
• Strong understanding of market microstructure, execution, and risk management.
• Strong Python programming and quantitative data-analysis skills.
• Experience working with large market and trading datasets; SQL experience is preferred.
• Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets.
• Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience.

Preferred:

• Experience trading in one or more of **prediction markets, equities, or crypto markets**.
• Experience with market making, statistical arbitrage, relative value, arbitrage, or other systematic strategies.
• Experience with exchange APIs, order-book or tick-level data, automated execution, or real-time trading systems.
• C++ experience is a plus.