Prediction Markets Trader

Flexible - Us Preferredmid

OtherTrader

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Quick Summary

Key Responsibilities

Monitor and trade active markets in real time across Polymarket (CLOB/Gamma/Subgraph APIs) and Kalshi (FIX/WebSocket/REST). Execute strategies including: market making with dynamic skew,

Requirements Summary

Bachelor's or higher in Quantitative Finance, Statistics, Computer Science, Economics, Mathematics, or equivalent. Strong programming skills: Python (pandas, NumPy, backtesting).

Technical Tools

OtherTrader

Responsibilities

~1 min read

→Monitor and trade active markets in real time across Polymarket (CLOB/Gamma/Subgraph APIs) and Kalshi (FIX/WebSocket/REST).
→Execute strategies including: market making with dynamic skew, microstructure arbitrage (order-flow and book-imbalance sniping), cross-platform arb, news/event momentum (sub-second reaction), and statistical pairs/mean-reversion.
→Develop and backtest models using historical tick data, Bayesian probability updates, NLP sentiment parsing, and ML for fair-value estimation.
→Collaborate with engineering on low-latency infrastructure (API integrations, order engines, anomaly detection).

Requirements

~1 min read

Bachelor's or higher in Quantitative Finance, Statistics, Computer Science, Economics, Mathematics, or equivalent.
Strong programming skills: Python (pandas, NumPy, backtesting).
Solid foundation in probability, statistics, time-series analysis, and Bayesian methods.
Hands-on experience with prediction market platforms (Polymarket and/or Kalshi APIs) or closely related domains (options, binary events, sports/event betting).
Genuine, demonstrated interest in prediction markets — we expect you to be actively engaged with the space (personal trading, deep reading of protocols, following major resolutions, contributing to discussions, etc.). This is non-negotiable.

Prior profitable trading experience in prediction markets, options, or event-driven strategies (personal or professional).
Familiarity with blockchain/DeFi tools (ethers.js, Polygon RPC, USDC wallets).
Experience with low-latency systems, FIX protocol, or Web3 integrations.
Track record of building and backtesting quantitative models with real historical data.
Deep domain knowledge of high-impact events (politics, macroeconomics, climate, sports).

Resume
Cover letter explicitly detailing your genuine interest in prediction markets (specific examples of your engagement: trades you’ve made, resolutions you’ve studied, models you’ve built, protocols you follow, etc.)
GitHub, personal blog, or portfolio links showing relevant work

Applications reviewed on a rolling basis. Strong candidates will receive a technical screen, strategy discussion, and live coding/modeling exercise focused on real prediction market scenarios.