Quantitative Engineer ( Prediction Markets)

Vertex Point Capital is hiring a Quantitative Developer, Platform & Execution.We are a quantitative proprietary trading firm operating in prediction markets .This role owns the market-data capture stack and the backtest/execution seam, so that the same strategy logic runs identically in backtest, paper, and live.The work:Real-time L2 order-book and trade-tape capture over venue WebSocket feeds — gap-checked, sequenced, timestamped at captureThe latency harness measuring submission vs. book-change vs. public-fill timingBacktest development against a versioned OrderIntent / ExecutionReport contract, with execution-realism modeling: post-fill drift, edge decay, achievable price after latency, slippage, feesJournal-and-replay determinism, reconciliation, and TCA toolingRequired: strong Python 3 with asyncio, disciplined engineering practice (pytest, Ruff, CI, code review), a solid CS/math/statistics foundation, and genuine interest in markets.Preferred: prediction-market or on-chain data experience — RPC and subgraph indexing, EVM event decoding, wallet-level trade reconstruction — along with market-microstructure knowledge, AWS, protobuf, and Rust or C++.We work written-first. Implemented, tested, published, and deployed are not synonyms.