- Experience
- 3+ yrs
- Salary
- —
- Openings
- 1
- Posted
- hace 4 horas
- Work mode
- In office
- Education
- MS/PhD in Mathematics, Statistics, Physics, or related fields
- Resume
- Required to apply
Where you'll work
Job description
Role Overview
This role focuses on creating and refining pricing models and trading strategies tailored to index products. The position merges principles from prediction market theory with quantitative finance to innovate within product offerings.
Key Responsibilities
- Design and sustain pricing models specific to probability-based indexes
- Examine market datasets to discover potential trading prospects
- Formulate frameworks for risk control and develop hedging tactics
- Partner with engineering teams to deploy models into operational environments
- Investigate new methods of index construction
- Continuously monitor market behavior and update models as needed
Candidate Requirements
- Possession of a Master’s or Doctorate degree in Mathematics, Statistics, Physics, or a closely related discipline
- At least three years’ professional experience within quantitative finance or trading domains
- Proficient in programming using Python and/or R languages
- In-depth knowledge of probability theory and statistical analysis
- Prior involvement with prediction markets or derivatives is advantageous
- Exceptional analytical thinking and problem-solving skills