Prediction Markets Quantitative Engineer

G-20 Group seeks a Mid-level Prediction Markets Quantitative Engineer in Zürich to build research infrastructure, probabilistic models, and trading systems for event contracts.

This position operates at the convergence of quantitative research, software engineering, and market microstructure. The successful candidate will construct the underlying infrastructure required to trade event contracts across various venues, focusing on forecasting real-world outcomes and managing associated risks.

Responsibilities

• Create probabilistic models to predict the results of real-world events.
• Merge diverse data signals to generate calibrated probability estimates.
• Develop frameworks for pricing, including fair value calculations and uncertainty ranges.
• Design evaluation methodologies utilizing proper scoring rules and historical back-testing.
• Detect and capitalize on pricing discrepancies across different contracts and trading venues.
• Construct systems for position sizing and risk management.
• Establish data pipelines and real-time services to ingest and clean incoming data.
• Implement execution tools, including order management and smart routing algorithms.
• Build dashboards and alert systems to monitor model performance and health.
• Maintain reproducibility through experiment tracking and CI/CD practices.
• Document model assumptions, methodologies, and potential failure modes.

Requirements

• A degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a closely related field.
• Strong engineering proficiency in Python.
• Proven experience with production systems and data engineering.
• A solid foundation in statistics, probability, and machine learning.
• Experience in building backtests and evaluating predictive models.
• Familiarity with trading concepts such as expected value and risk budgeting.
• Ability to communicate clearly about model assumptions and risk.
• Self-motivated and detail-oriented.
• Comfortable working in a dynamic, startup-like environment.

Nice to have

• Prior work in forecasting, sports analytics, political modeling, or event-driven trading.
• Experience with NLP for news/social/media signals.
• Knowledge of prediction market mechanics.
• Proficiency with SQL and experience with streaming systems.
• Experience with Bayesian methods or probabilistic programming.
• Familiarity with rigorous experimentation and model governance.

What the company offers

• Opportunity to work at the forefront of financial markets driving innovation.

About the company

G-20 Group is a leading cross-asset trading firm active in delta-one and derivatives markets. The company is supported by an outstanding team of professionals with a robust global presence.

• Leading cross-asset trading firm active in delta-one and derivatives markets.
• Supported by an outstanding team of professionals with a robust global presence.