Traders - Prediction Markets
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Traders - Prediction Markets at Moreton Capital Partners is a remote role in the United Kingdom for mid-level candidates in Finance, Legal & Compliance. JobGrid presents the listing as normalized role facts, keeps the employer description separate, and reflects the source freshness from the 2026-06-01 checks. Candidates are sent to the original public application page, with non-personal referral parameters added.
- Remote, United Kingdom
- Seniority: Mid; category: Finance, Legal & Compliance
- Source posted on 2026-06-01 and last checked on 2026-06-01
- No salary was provided in the source listing; none is added here by JobGrid
Traders — 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.
Prediction markets are one of the firm's high-conviction growth areas. We are building a dedicated strategy, partnering and trading on world leading event contract platforms, and are hiring global traders to join the team and run a small live book from day one.
The Role
As a Trader, you will execute and actively manage a live portfolio of prediction market positions. You will develop and own a suite of strategies, reporting into a Portfolio Manager and accessing quant analysts to continuously refine our edge.
This is an execution-first role: you are on the tools, managing live positions, and responsible for real P&L. We are equally interested in proven practitioners and sharp, self-directed candidates earlier in their careers who can demonstrate they have already been doing this seriously on their own.
Key Responsibilities
- Monitor and manage live positions across Polymarket (CLOB, Gamma, Subgraph APIs) and Kalshi (REST, WebSocket) throughout the trading day.
- Execute strategies including: dynamic market making with real-time skew adjustment, order-flow and book imbalance exploitation, cross-platform pricing arbitrage, news and event momentum, and mean-reversion on statistically related contract pairs.
- Build and backtest quantitative models using historical tick data, Bayesian probability frameworks, NLP-driven news parsing, and ML-based fair value estimation.
- Collaborate with engineering on execution infrastructure — API integrations, order routing, position monitoring, and anomaly detection.
- Maintain thorough post-trade analysis: attribution, model performance, slippage, and strategy decay monitoring.
- Contribute ideas to the broader research agenda — prediction markets sit within MCP's wider effort to apply agentic AI and multi-signal frameworks to event-driven alpha.