Quantitative Trader - Crypto Prediction Markets
Pubblicato il 14-10-2026 - Raven in Milano
ph3About Raven /h3 pRaven 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.
/p pWe 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.
/p pWe build our own stack end to end, from connectivity and pricing through execution, monitoring, and research data.
/p h3THE ROLE /h3 pMost 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.
/p h3What You'll Own /h3 ul liPricing 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 /li liQuoting 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 /li liHedging Delta into perpetuals and spot, funding and basis as the cost of carry, and pin risk and gamma as expiry approaches /li liEvent probabilities on the unhedgeable half of the book.
Calibrated numbers with explicit priors, sized small when you honestly do not know /li liResearch on our own full-depth historical data.
Backtests that respect latency and queue position, not just paper returns /li liRisk 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 /li /ul h3Who We're Looking For /h3 ul liYou have priced and traded options, digitals, or short-dated derivatives with real money behind the quotes, in crypto or traditional markets /li liDerivatives depth, including volatility surfaces, digital and barrier payoffs, and greeks you reason through rather than look up /li liMicrostructure judgment, meaning queue position, adverse selection, latency budgets, and why the "correct" price is not always the one you post /li liStrong applied statistics and probability, with the discipline to defend a number you publish /li liBacktest hygiene.
You know how look-ahead and unrealistic fills creep in, and you distrust good results until they survive replay /li liFluent English /li liPrediction-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 /li liNo degree required.
Experience is what matters /li /ul h3LOGISTICS /h3 ul liSofia (Bulgaria) or Milan (Italy), with no preference between them.
Whichever city the right person is in /li liIn office, not remote /li liCrypto trades around the clock.
You will share a sane on-call rotation with the team that owns these systems /li /ul /p #J-*****-Ljbffr