Quantitative Analyst - Prediction Markets

About the role

Moreton Capital Partners is building a dedicated prediction markets fund and seeks a Quantitative Analyst to own the research function. You will have end‑to‑end ownership of model development, from data ingestion to live deployment, and direct interaction with senior decision‑makers.

Key responsibilities

• Conduct rigorous quantitative research to uncover new alpha signals across sports, macro, political, financial, and environmental events.
• Own the full research lifecycle: data sourcing, exploratory analysis, methodology design, implementation, back‑testing, and live performance monitoring.
• Build and maintain data pipelines using alternative and traditional data sources such as market microstructure, resolution data, news feeds, and sports analytics databases.
• Develop and improve models for fair‑value estimation, calibration, and systematic strategy construction.
• Extend MCP’s internal research platform by enhancing tools, libraries, and workflows.
• Maintain a systematic review of academic and practitioner literature on prediction markets and related fields.
• Produce clear, documented research outputs with methodology, performance attribution, and actionable recommendations for traders.

Required profile

• Undergraduate or postgraduate degree in data science, computer science, mathematics, statistics, operations research, financial engineering, or a closely related quantitative field.
• Strong Python programming skills with experience in pandas, NumPy, scikit‑learn, and building back‑testing or research frameworks from scratch.
• Solid foundation in statistics, probability, time‑series analysis, and machine learning, applied rigorously to financial research.

Required skills

• Python
• pandas
• NumPy
• scikit‑learn