The Role

You will design, build, and operate the automated trading infrastructure that powers out clients markets across crypto event markets and esports prediction markets. Live testing and operating systems in production is part of the role, but the primary output is robust, scalable trading infrastructure, not manual discretionary trading.

Core Responsibilities

• Design, build, and run automated pricing infrastructure that generates and maintains competitive quotes across crypto event and esports prediction markets, including spread calibration and real-time risk controls.
• Design, build, and run automated pricing infrastructure that generates and maintains competitive quotes across crypto event and esports prediction markets, including spread calibration and real-time risk controls.
• Develop and maintain position and exposure management logic, including dynamic sizing and skew-based limits driven by forecasting models and risk parameters.
• Build forecasting models using historical pricing and game data; combine bookmaker odds with proprietary models to generate internally consistent prices and confidence intervals across related markets.
• Utilize trading APIs (exchange and internal) to manage orders and positions across many concurrent markets, including automated quote updates, position unwinds, and risk-based adjustments.
• Work closely with the founding team to define and implement risk parameters, including per-market exposure guidelines, position skew thresholds, and automated safeguards, then refine these frameworks based on live performance data.

Essential Qualifications

• Strong understanding of core trading concepts: expected value, adverse selection, probability, and basic market microstructure (order books, spreads, depth).
• Ability to think in probabilities rather than certainties, and to maintain well-calibrated views on many concurrent events under time pressure.
• Familiarity with probabilistic calibration and scoring (e.g. Brier scores, log-loss) and experience stress-testing pricing models against historical event outcomes. Experience pricing or trading esports, crypto derivatives, or binary event markets is strongly preferred.
• Comfort working with noisy, real-time data and updating pricing views as new information arrives (e.g., in-play game states, odds changes, on-chain signals).

Education & Certifications

Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or a related quantitative field preferred but not required for exceptional candidates with a strong track record.

Professional Competencies

• **Analytical Excellence: **Superior ability to analyze complex data sets, understand order flow behavior, and identify mispricings or structural edges.
• Risk Management: Practical experience managing financial risk in volatile or fast-moving environments, including comfort with drawdowns, exposure limits, and scenario thinking.
• Stress Management: Ability to perform effectively in high-pressure, time-sensitive situations such as live esports matches, breaking crypto news, or sharp market moves.

Work Requirements

• Flexible Schedule: Availability aligned with major esports event calendars (e.g., tournament seasons, qualifier weekends) and key crypto market sessions.
• Continuous Learning: Commitment to staying updated on market dynamics, esports metas, and trading technologies, and iterating on models and systems based on live performance.

Preferred Experience

• Prior experience in systematic or algorithmic trading, preferably in options, crypto, sports betting, or prediction markets.
• Demonstrated history of managing significant trading volume and PnL on prediction market, sports book, or crypto derivatives exchange platforms.
• Familiarity with working around an order book (placing, canceling, and refreshing orders programmatically; managing positions and exposure across many instruments).

Industry Background (Nice to Have)

• Live Trading: In-play betting, odds compilation, or esports/sports analytics experience.
• **Trading Environments: **Exposure to electronic trading venues where quoting, order management, and inventory/position oversight are central.
• High-Frequency or Low-Latency Trading: Background in event-driven or time-sensitive trading strategies, even if not nanosecond HFT.
• Alternative Markets: Experience with prediction markets, sports betting, or exchanges.

Technical Expertise

• Data Analysis: Advanced skills in statistical modeling, machine learning, or predictive analytics applied to pricing and risk.
• Programming: Proficiency in Python for data analysis, modeling, and building trading logic. Experience with Go or Rust is highly desirable for low-latency, high-reliability components and system-level optimizations.
• System Integration: Experience working with trading APIs, data feeds, and automated trading systems, including monitoring, alerting, and basic production hygiene.
• Performance Optimization: Track record of improving trading performance through better models, smarter execution logic, and process enhancement rather than purely manual clicking. Your success will be measured primarily by the robustness, performance, and PnL impact of the systems you build, rather than manual trading decisions.

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Application Instructions

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• Your résumé/CV highlighting quantitative, trading, or systems experience
• Links to:
  • Trading systems, models, or relevant projects (GitHub or otherwise)
• Brief description of:
  • Any automated trading, pricing, or modeling systems you’ve built
• Your availability and compensation expectations

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