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 direct access to senior decision‑makers and see your models deployed in a live portfolio.

Key responsibilities

• Conduct rigorous quantitative research to uncover new alpha signals across sports, macro, political, financial and environmental events.
• Own the end‑to‑end research workflow: data sourcing, exploratory analysis, methodology design, implementation, back‑testing and live performance evaluation.
• Build and maintain data pipelines using alternative and traditional data sources such as market microstructure, resolution data, news sentiment, sports analytics and fundamental datasets.
• Develop and improve models for fair‑value estimation, calibration analysis 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 related quantitative discipline.
• Strong foundation in statistics, probability, time‑series analysis and machine learning applied rigorously.

Required skills

• Python programming
• Pandas library
• NumPy library
• scikit‑learn library
• Experience building back‑testing or research frameworks from scratch