Quantitative Analyst – Prediction Markets

Posted 2hrs ago

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Job Description

Quantitative Analyst researching alpha signals and models for Moreton Capital Partners’ prediction markets fund. Building data pipelines and taking strategies from analysis through live trading deployment.

Responsibilities:

  • Conduct rigorous quantitative research to identify new alpha signals across prediction market categories, including sports, macro, political, financial, and environmental events.
  • Own the end-to-end research process in close collaboration with the Portfolio Manager, including data sourcing and ingestion, exploratory analysis, methodology design, implementation, backtesting, and live performance evaluation.
  • Build and maintain data pipelines using alternative and traditional data sources, including market microstructure, public resolution data, news and sentiment feeds, sports analytics databases, and fundamental datasets.
  • Develop and improve models for fair value estimation, calibration analysis, and systematic strategy construction.
  • Extend and improve MCP's internal research platform, including tools, libraries, and workflows.
  • Maintain a systematic review of academic and practitioner literature on prediction markets, sports analytics, Bayesian forecasting, and related fields.
  • Produce documented methodology, performance attribution, and actionable recommendations for traders.
  • Take research projects from idea through implementation, testing, and performance monitoring, with a path to live deployment.

Requirements:

  • Undergraduate or postgraduate degree from a strong institution in data science, computer science, mathematics, statistics, operations research, financial engineering, or a closely related quantitative field.
  • Strong Python skills: pandas, NumPy, scikit-learn, and experience building backtesting or research frameworks from scratch.
  • Solid foundation in statistics, probability, time-series analysis, and machine learning — with the ability to apply these rigorously rather than just use libraries.
  • Demonstrated interest in prediction markets — personal trading, research, protocol analysis, or equivalent engagement. We expect you to know these platforms well.
  • Ability to work independently and take full ownership of a research workstream, not just execute tasks handed to you.
  • Two or more years of experience in a data-driven research environment with a focus on model development and forecasting — though exceptional candidates at earlier career stages will be considered.
  • Familiarity with Polymarket and/or Kalshi platform mechanics, resolution data, and API access.
  • Experience with NLP, sentiment analysis, or unstructured data processing applied to financial or event-driven contexts.
  • Comfort with agentic AI frameworks and LLM-based research tooling.
  • Knowledge of Bayesian methods and their application to probability calibration and forecast updating.
  • Experience with blockchain data or on-chain analytics tools relevant to decentralised prediction market platforms.

Benefits:

  • Base salary commensurate with experience
  • Performance-linked bonus