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Quantitative Researcher

Polymarket· Engineering
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New York$250k - $350kFull-timePosted 1mo ago

About the role

Quantitative researcher responsible for building the pricing and risk infrastructure for Polymarket's perpetual futures, from research to production, including mark price construction, funding rate design, and margin parameterization.

Responsibilities

  • Design and maintain methodology for aggregating spot prices across multiple external venues, including outlier removal, source weighting, and staleness handling
  • Build and calibrate the funding rate formula from first principles: premium calculation, interest rate components, clamping logic, and settlement cadence
  • Run quantitative analysis for every new asset listing to determine initial margin, maintenance margin, leverage tiers, and max open interest based on historical volatility and liquidity data
  • Write formal, rigorous specifications for pricing methodologies and edge case handling that engineers can build directly from
  • Ship research into production and take ownership of continuously running systems
  • Monitor live model performance, investigate mark price anomalies and source divergences, and iterate on methodology when failure modes surface

Qualifications

  • Quant experience at a perpetuals exchange or HFT firm with hands-on ownership of mark price construction, funding rate design, or margin modeling in production
  • Deep understanding of perp exchange mechanics and ability to design and defend funding rate formula, index aggregation, and margin models from first principles
  • Strong market microstructure intuition regarding multi-venue price formation, liquidity, staleness, and multi-source index dynamics
  • Ability to implement research into production code with rigorous specs
  • Strong programming skills in Python and production-quality coding experience
  • Rigorous thinking about edge cases including violent moves, data outages, and source conflicts
  • (Plus) Experience with multi-source price aggregation or oracle systems
  • (Plus) Background in execution or market making at a trading firm
  • (Plus) Familiarity with on-chain data sources and decentralized price feeds

Skills

Required:PythonPricing methodologiesEdge case handling

Benefits

  • Competitive salary & equity
  • Unlimited PTO
  • Full Health, Vision, & Dental coverage
  • 401k match
  • Hardware setup: new MacBook Pro, big display, & accessories
Last updated Sep 20, 2026. Interested? Apply on the company site.

About Polymarket

Polymarket | The World's Largest Prediction Market™

Polymarket is the world's largest prediction market, allowing you to stay informed and profit from your knowledge by trading on future events across various topics.

BTC Up or DownBitcoinEconomyEsportsGeopoliticsMarketsPrediction MarketSoccer
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