Founding Quantitative Researcher

Gondor is the first cross-margined prime brokerage for prediction markets.

We believe prediction markets will be the largest derivatives product on earth. Gondor will become its financial infrastructure, enabling institutions and advanced traders to maximize capital efficiency.

You will lead the design of the risk engine that issues credit lines against Polymarket portfolios.

Tasks

• Design margin engine: define LLTVs, APRs, liquidation logic, eligible markets, and exposure caps

• Design oracles: define collateral's price and manipulation protection
• Simulate cross-margining: run price simulations for bundles of collateral and order book depth

Requirements

• 3–5 years of experience at a top-tier quant firm
• Deep expertise in ML for price and liquidity modeling
• Ability to work in person in New York City

Benefits

• Competitive pay and equity
• Work with an elite founding team
• Be very early in an exponentially scaling industry

We are building an institutional financial primitive, not a retail gambling product. We will become a monopoly by doing the opposite of the market's current consensus view.

Join us.