Quantitative Researcher – Sports betting Hedge fund – London
Skills: Python stack (numpy, pandas etc.), R, TensorFlow.
*Please note this role cannot sponsor. Please do not apply if you are seeking sponsorship*
Job Summary
Quantitative Researcher is required for exciting and progressive Sports betting Hedge fund Company with office in London. You will be developing statistical models to compute the probabilities of outcomes in football. Sports modelling is their core expertise and the company is structuring the company around creating the best possible technical and cultural environment to enable you to rapidly explore and test alternative models. You will join a highly skilled and experienced team answering a variety of complex sporting questions. You will work on building probabilistic models, the quality and evolution of which are central to the company’s success. You will find innovative ways of extracting information from various sporting and market data sources. Modelling and predicting sports outcomes is a uniquely challenging field, and you will have plenty of opportunities to use your experience, judgement and imagination to solve difficult problems.
As Quantitative Researcher you will need:
- Advanced degree in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline
- 3+years experience in football within sports betting industry
- Experience in software design and development using Python, Pandas and SQL / NoSQL, TensorFlow
- Kaggle profile (or other practical statistical experience)
The Opportunity
· Opportunities to progress your quantitative developer career.
· Working in GLMs, BMMs, Kalman filters, MCMC and the TrueSkill Ranking system
· Working with some of the brightest Quants within the industry.