Quantitative Trader - Crypto Prediction Markets
Pubblicato il 26-09-2026 - Raven in Milano
About Raven Raven is a proprietary crypto market-making and high-frequency trading firm. We trade spot, perpetuals, and prediction markets with dedicated low-latency infrastructure across eight major trading regions.
We hire competitive individuals and natural problem solvers with a record of ranking at something hard, whether competitive programming, games, or mathematics, who treat an unfamiliar problem as a challenge rather than an obstacle. We can teach markets; we cannot teach drive.
We build our own stack end to end, from connectivity and pricing through execution, monitoring, and research data.
THE ROLE Most crypto prediction contracts are digital options in disguise. "BTC above $X at time Y" has a liquid underlying trading right next to it, so fair value is a pricing problem, not a guess, and the risk hedges into spot and perpetuals we already trade with low latency. This cuts both ways. The underlying never stops moving, so a stale quote is easy profit for whoever is faster, and pricing, hedging, and requoting are one problem, not three. The other half of the book has nothing to hedge against. Protocol upgrades, listings, regulatory decisions, hacks, and governance votes leave you estimating a probability and standing behind it. You will own both, competing against counterparties who are equally skilled.
What You'll Own
Pricing digitals and barriers off the crypto volatility surface. You will work the skew, term structure, and jump risk, and close the gap between a model price and what the market will actually give you
Quoting and market making. Two-sided prices that reprice as the underlying moves, re quote and cancel logic tuned to how fast we can actually reach the venue, and inventory managed across strikes and expiries
Hedging Delta into perpetuals and spot, funding and basis as the cost of carry, and pin risk and gamma as expiry approaches
Event probabilities on the unhedgeable half of the book. Calibrated numbers with explicit priors, sized small when you honestly do not know
Research on our own full-depth historical data. Backtests that respect latency and queue position, not just paper returns
Risk Correlated exposure across strikes, expiries, and venues; tail risk through a jump; and oracle and resolution risk where settlement is a mechanism, not a given
Who We're Looking For
You have priced and traded options, digitals, or short-dated derivatives with real money behind the quotes, in crypto or traditional markets
Derivatives depth, including volatility surfaces, digital and barrier payoffs, and greeks you reason through rather than look up
Microstructure judgment, meaning queue position, adverse selection, latency budgets, and why the "correct" price is not always the one you post
Strong applied statistics and probability, with the discipline to defend a number you publish
Backtest hygiene. You know how look-ahead and unrealistic fills creep in, and you distrust good results until they survive replay
Fluent English
Prediction-market and on-chain settlement mechanics are a plus. You will own oracle and resolution risk from day one, so you should already understand how a contract actually settles
No degree required. Experience is what matters
LOGISTICS
Sofia (Bulgaria) or Milan (Italy), with no preference between them. Whichever city the right person is in
In office, not remote
Crypto trades around the clock. You will share a sane on-call rotation with the team that owns these systems
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