Location: London preferred, strong remote candidates considered.
Synth is a frontier financial research company and trading firm.
Synth is powered by an open, adversarial machine learning competition where independent researchers and models generate future price distributions across financial markets. These forecasts are evaluated continuously and applied to our live trading and market-making systems.
Our goal is to build the most advanced synthetic state-price engine in finance: a system that can model not just where markets may go, but the full probability distribution of future outcomes.
We are looking for a Quant Trader to help turn Synth’s probabilistic forecasts into live trading strategies across prediction markets, options, and perpetual futures markets.
You will be responsible for designing, running, and improving trading strategies using Synth’s forecast data as a core input.
This is a hands-on trading role. You should have experience deploying profitable strategies in production, managing risk in live markets, and iterating quickly based on market feedback.
You will work closely with our research and engineering teams to translate probability distributions, volatility forecasts, and market microstructure signals into executable strategies across crypto-native and traditional market structures.