Prediction Markets Quantitative Engineer

G‑20 Group is a Swiss‑based cross‑asset trading firm that operates delta‑one and derivatives markets around the globe. The Prediction Markets Quant Engineer will create research and trading infrastructure for event‑driven contracts, turning probability models into end‑to‑end systems that move from data ingestion to execution and monitoring. Day‑to‑day work blends quantitative research with production engineering. You will devise probabilistic forecasts for elections, macro releases, sports outcomes and similar events, merging time‑series, text, market and alternative data into calibrated odds. The role also involves building pricing frameworks, detecting mispricings, designing arbitrage and relative‑value strategies, and constructing risk and position‑sizing tools that respect liquidity and drawdown limits. On the engineering side you will develop real‑time pipelines, order‑management and routing services, dashboards, alerts and CI/CD processes, while documenting models and participating in incident reviews with trading, risk and compliance teams. The position requires a degree in quantitative finance, mathematics, computer science, statistics or a related field, solid Python programming experience, and a strong grounding in statistics, probability and machine learning. Experience with back‑testing, proper scoring metrics