Quantitative Analyst - Prediction Markets
Not Disclosed•Full-TimeOn-site
location_onOn-site
About Moreton Capital Partners
Moreton Capital Partners (MCP) is a CFTC-regulated, systematic, technology-first investment manager. We trade across commodities, alternative markets, and emerging data-rich asset classes. Our approach combines quantitative modelling, agentic AI, and deep domain expertise to build strategies with durable, uncorrelated alpha.
We are currently building a dedicated prediction markets fund and are looking for a Quantitative Analyst to own the research function within that team. This is a ground-up role offering genuine ownership of the work, direct access to senior decision-makers, and the unique opportunity to see your models run live in a real portfolio.
About the Role
As a Quantitative Analyst, you will drive the research process underpinning our prediction markets trading strategies. You will develop alpha signals, build and validate models, and collaborate closely with traders and engineers to take research from idea to live deployment. You will own projects end-to-end, managing everything from data ingestion and exploratory analysis through to implementation, testing, and performance monitoring.
We operate across a broad event universe including professional sports, macroeconomics, geopolitics, climate, and financial markets. Success in this role requires research breadth and the ability to develop domain expertise quickly.
Who Thrives Here
The best Quantitative Analysts at MCP combine academic rigour with genuine curiosity. They read papers because they want to, follow market resolutions because they are interesting, and build things outside of work because they cannot help it. We value intellectual honesty, the ability to kill your own ideas when the data says so, and the drive to turn good research into production-quality work.
This role is ideal for a researcher who wants to see their work actually trade. Every model you build has a clear path to live deployment, and you will have direct visibility into how your research performs in the market.
How to Apply
Send your CV and a cover letter that demonstrates your genuine engagement with prediction markets and quantitative research. We want to understand what you have built, what you have studied, and how you think about identifying and validating an edge.
Include links to any relevant work, such as GitHub repositories, research write-ups, Kaggle or competition work, or personal projects. Applications are reviewed on a rolling basis. Strong candidates will complete a technical exercise focused on real prediction market data, followed by a research discussion with the team.
Work location
Work model: On-site
On-site
Key Responsibilities
- check_circleConduct rigorous quantitative research to identify new alpha signals across prediction market categories
- check_circleBuild and maintain data pipelines drawing on alternative and traditional data sources
- check_circleDevelop and improve models for fair value estimation, calibration analysis, and systematic strategy construction
- check_circleExtend and improve the internal research platform tools, libraries, and workflows
- check_circleMaintain a systematic review of academic and practitioner literature on prediction markets and forecasting
- check_circleProduce clear research outputs with documented methodology and actionable recommendations for traders
- check_circleOwn the end-to-end research process including data sourcing, analysis, methodology design, and backtesting
Requirements
- verifiedUndergraduate or postgraduate degree in data science, computer science, mathematics, statistics, operations research, financial engineering, or related quantitative field
- verifiedStrong Python skills including pandas, NumPy, scikit-learn
- verifiedExperience building backtesting or research frameworks from scratch
- verifiedSolid foundation in statistics, probability, time-series analysis, and machine learning
- verifiedDemonstrated interest in prediction markets
- verifiedTwo or more years of experience in data-driven research with focus on model development and forecasting
- verifiedFamiliarity with Polymarket and/or Kalshi platform mechanics, resolution data, and API access
- verifiedExperience with NLP, sentiment analysis, or unstructured data processing in financial or event-driven contexts
- verified
Nice to Have
Two or more years of experience in a data-driven research environment with a focus on model development and forecasting. 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.
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Skills, education and keywords
Skills: Python, Pandas, Numpy, Scikit-Learn, Statistics, Probability, Time-Series Analysis, Machine Learning, NLP, Sentiment Analysis.
Education: Postgraduate degree in quantitative field required.
Frequently asked questions about Quantitative Analyst - Prediction Markets at Moreton Capital Partners
What does a Quantitative Analyst - Prediction Markets at Moreton Capital Partners do?expand_more
In this Quantitative Analyst - Prediction Markets at Moreton Capital Partners role, you will conduct rigorous quantitative research to identify new alpha signals across prediction market categories; build and maintain data pipelines drawing on alternative and traditional data sources; develop and improve models for fair value estimation, calibration analysis, and systematic strategy construction; and extend and improve the internal research platform tools, libraries, and workflows.
What are the requirements for this Quantitative Analyst - Prediction Markets role?expand_more
To qualify for the Quantitative Analyst - Prediction Markets at Moreton Capital Partners position, applicants should have: Undergraduate or postgraduate degree in data science, computer science, mathematics, statistics, operations research, financial engineering, or related quantitative field; Strong Python skills including pandas, NumPy, scikit-learn; Experience building backtesting or research frameworks from scratch; Solid foundation in statistics, probability, time-series analysis, and machine learning; Demonstrated interest in prediction markets; and Two or more years of experience in data-driven research with focus on model development and forecasting.
Where is the Quantitative Analyst - Prediction Markets role at Moreton Capital Partners located?expand_more
Quantitative Analyst - Prediction Markets at Moreton Capital Partners is based in On-site. This is a on-site role.
Is this Quantitative Analyst - Prediction Markets job remote, hybrid, or on-site?expand_more
Moreton Capital Partners has listed this Quantitative Analyst - Prediction Markets role as on-site.
How much experience is required for this Quantitative Analyst - Prediction Markets role?expand_more
Candidates for Quantitative Analyst - Prediction Markets at Moreton Capital Partners should have mid level.
What skills do you need for the Quantitative Analyst - Prediction Markets role at Moreton Capital Partners?expand_more
Key skills for Quantitative Analyst - Prediction Markets at Moreton Capital Partners include Python; Pandas; Numpy; Scikit-Learn; Statistics; Probability; Time-Series Analysis; and Machine Learning.
What education is required for Quantitative Analyst - Prediction Markets at Moreton Capital Partners?expand_more
Educational requirements for this role: Postgraduate degree in quantitative field required.
What category does the Quantitative Analyst - Prediction Markets role belong to?expand_more
Quantitative Analyst - Prediction Markets at Moreton Capital Partners is part of the accounting & finance job category on Recrutus.