Quantitative Analyst - Prediction Markets
Podsumowanie roli od JobGrid
Quantitative Analyst - Prediction Markets at Moreton Capital Partners is a remote, full-time senior role in Germany in Finance, Legal & Compliance. JobGrid normalizes the role facts for comparison, keeps the original-language source content separate, and routes candidates to the original public application page with non-personal referral parameters.
- Location and workplace: Remote, Germany.
- Employment and level: Full time, Senior.
- No salary was provided in the source; JobGrid does not add one.
- Source posted on 2026-06-01 and last checked on 2026-06-01.
Quantitative Analyst — Prediction Markets
About Moreton Capital Partners
Moreton Capital Partners (MCP) is a CFTC regulated systematic, technology-first investment manager trading across commodities, alternative markets, and emerging data-rich asset classes. We combine quantitative modelling, agentic AI, and deep domain expertise to build strategies with durable, uncorrelated alpha.
We are 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: you will have genuine ownership of the work, direct access to senior decision-makers, and the opportunity to see your models run live in a real portfolio.
The Role
As Quantitative Analyst, you will drive the research process that underpins our prediction markets trading strategies. You will develop alpha signals, build and validate models, and work closely with our traders and engineers to take research from idea to live deployment. You will own projects end to end — 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. Research breadth and the ability to develop domain expertise quickly are assets here.
Responsibilities
- Conduct rigorous quantitative research to identify new alpha signals across prediction market categories — sports, macro, political, financial, and environmental events.
- Own the end-to-end research process in close collaboration with the Portfolio Manager: data sourcing and ingestion, exploratory analysis, methodology design, implementation, backtesting, and live performance evaluation.
- Build and maintain data pipelines drawing on alternative and traditional data sources — 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 — tools, libraries, and workflows that make the whole team faster and more rigorous.
- Maintain a systematic review of the academic and practitioner literature on prediction markets, sports analytics, Bayesian forecasting, and related fields.
- Produce clear, structured research outputs — documented methodology, performance attribution, and actionable recommendations — that can be directly used by traders.