The Opportunity
The quantitative research team is undergoing significant expansion, with multiple hires already made this year and several additional positions planned over the next 3-6 months.
This role sits within the predictive modelling function and is focused on building and improving the models that drive trading decisions across the firm's markets.
Unlike many quantitative roles, success here is not defined purely by academic credentials or prior domain expertise. The team is looking for individuals who are naturally competitive, intellectually curious and motivated by finding an edge.
The environment is highly entrepreneurial, collaborative and flat in structure, offering significantly more ownership and impact than a traditional corporate setting.
Responsibilities
- Develop, improve and maintain predictive models used across trading markets
- Research new sources of alpha and identify opportunities to improve forecasting accuracy
- Build and test quantitative methodologies to improve market pricing and decision-making
- Analyse large datasets to uncover actionable insights and predictive signals
- Collaborate closely with traders who provide deep domain expertise across markets
- Contribute to the ongoing evolution of the firm's research framework and modelling capabilities
- Help expand model coverage into new sports, racing products and adjacent markets
What We're Looking For
- 3-5 years of experience in a quantitative research, quantitative analyst or quantitative trading role
- Strong background in mathematics, statistics, physics, engineering, computer science or a related quantitative discipline
- Demonstrated ability to solve complex problems and think independently
- Strong Python skills and experience working with large datasets
- A highly competitive mindset with a genuine desire to win and continuously improve
- Evidence of pursuing excellence outside traditional academic pathways, whether through trading, investing, poker, chess, competitive sports or similar pursuits
- Comfortable operating in a fast-moving, high-performance environment
- Strong communication skills and ability to work collaboratively within a small team
Preferred Backgrounds
The firm is deliberately open-minded regarding industry experience and does not require prior wagering or horse racing knowledge.
Successful hires have previously come from:
- Proprietary trading firms
- Quantitative hedge funds
- Systematic trading businesses
- Market-making firms
- Mathematics, physics and engineering backgrounds
- Individuals pursuing quantitative side projects, trading strategies or prediction-based research
Examples include candidates from firms such as IMC, Optiver, VivCourt and other proprietary trading environments.
Why Join?
- Work directly on predictive modelling rather than infrastructure or engineering support
- Significant ownership and impact within a growing business
- Learn from an experienced team with decades of profitable trading experience
- Flat structure with direct access to founders and decision-makers
- Relocation support and visa sponsorship available
- Profit-sharing upside alongside competitive base compensation
- Opportunity to live and work on Australia's Sunshine Coast
- Join a business actively scaling its quantitative research capability over the coming years
This is an ideal opportunity for an ambitious quantitative researcher who enjoys solving difficult prediction problems and wants to apply their skills in a highly competitive, performance-driven environment.
