Quantitative Trader - Crypto Prediction Markets

- Pricing digitals and barriers off the crypto volatility surface. You will work the  skew, term structure, and jump risk, and close the gap between a model price and what  the market will actually give you

- Quoting and market making. Two-sided prices that reprice as the underlying moves,  re quote and cancel logic tuned to how fast we can actually reach the venue, and  inventory managed across strikes and expiries

- Hedging Delta into perpetuals and spot, funding and basis as the cost of carry, and  pin risk and gamma as expiry approaches

- Event probabilities on the unhedgeable half of the book. Calibrated numbers with  explicit priors, sized small when you honestly do not know

- Research on our own full-depth historical data. Backtests that respect latency and  queue position, not just paper returns

- Risk Correlated exposure across strikes, expiries, and venues; tail risk through a  jump; and oracle and resolution risk where settlement is a mechanism, not a given

- You have priced and traded options, digitals, or short-dated derivatives with real money behind the quotes, in crypto or traditional markets

- Derivatives depth, including volatility surfaces, digital and barrier payoffs, and  greeks you reason through rather than look up

- Microstructure judgment, meaning queue position, adverse selection, latency budgets, and why the "correct" price is not always the one you post

- Strong applied statistics and probability, with the discipline to defend a number you publish

- Backtest hygiene. You know how look-ahead and unrealistic fills creep in, and you distrust good results until they survive replay

- Fluent English

- Prediction-market and on-chain settlement mechanics are a plus. You will own oracle and resolution risk from day one, so you should already understand how a contract actually settles

- No degree required. Experience is what matters

‍