We are partnering with an early-stage financial technology company building the infrastructure behind next-generation financial markets.

This is a unique quantitative research opportunity at the intersection of index construction, optimization, market design, and risk modeling. You'll help develop benchmarks, analytics, and risk frameworks for emerging asset classes and event-driven markets, contributing to products that could ultimately be used by exchanges, institutions, and market participants globally.

The firm is working to create institutional-grade tooling and data products around event contracts and alternative markets. methodology development, and product design.

Responsibilities:

• Design and construct indices and benchmarks for event-driven and emerging asset classes.
• Develop methodologies for aggregating, classifying, and risk-grouping event contracts.
• Research and implement optimization-driven frameworks for index construction and benchmark design.
• Build and enhance backtesting infrastructure to evaluate index methodologies and product performance.
• Create risk-factor frameworks and analytics that help users understand exposure and market behavior.
• Collaborate closely with founders, exchanges, and product stakeholders to bring new market concepts to life.

Qualifications:

• 2-5 years of experience in a quantitative research, quantitative analyst, or related role.
• Advanced Python skills and experience working with large and complex datasets.
• Experience developing systematic methodologies and translating research into production frameworks.
• Ability to independently generate ideas, conduct research, and challenge assumptions.

*A strong preference for profiles that have 2 or more years of experience within Prepetual Futures