Backed by
DataNode©
Structure the unstructured.
Company
DataNode builds an event-risk engine that helps funds and companies understand the events that can move them, and structure positions to act on them.
Founded by quantitative researchers and finance operators.
API
One connection to our intelligence. Live event probabilities, exposure scores and alerts flow into your own internal systems.
We are hiring!
- Location
- TBA
- Type
- Full-time, with vesting
- Compensation
- $90,000 to $150,000 a year
Early team members share in our growth: compensation scales as the company does.
The role
You will research and develop the models behind our event-risk engine. The engine links a client’s exposures to the events that can move them, attaches a live probability to each event, and estimates the impact. You apply statistics, machine learning and other quantitative methods to large and unconventional datasets to forecast events and quantify risk.
What you will do
- Build and improve models that estimate event probabilities and their impact on assets, industries and cash flows.
- Research new signals from prediction markets, option prices, news and alternative data.
- Backtest your models and measure their accuracy and calibration.
- Work closely with quant developers to bring research into production.
What we look for
- A graduate degree or PhD in a quantitative field.
- Deep knowledge of probability, statistics and machine learning.
- Fluency in Python, Go or Rust, and a working knowledge of SQL.
- Intellectual curiosity or experience in trading on prediction markets, and the ability to work both independently and in a team.
How to apply
Send your CV and a short description of your past work. Use the button below.
- Location
- TBA
- Type
- Full-time, with vesting
- Compensation
- $80,000 to $140,000 a year
Early team members share in our growth: compensation scales as the company does.
The role
You will build the data and technology platform that our event-risk engine runs on. You acquire, clean, label and structure very large volumes of data, and you build the map that connects events, assets and industries. You work side by side with quant researchers and turn their ideas into robust production systems.
What you will do
- Build high-performance pipelines that collect market, news and alternative data at scale.
- Clean, label and structure raw data into reliable research datasets.
- Build and maintain the research, simulation and backtesting infrastructure.
- Turn research models into fast, tested production code.
What we look for
- A graduate degree or PhD in computer science, engineering or a related quantitative field.
- Fluency in Python, Go or Rust, with full-stack capability.
- Solid SQL skills and experience with large-scale databases and data systems.
- Attention to detail, a strong sense of ownership, and the ability to work both independently and in a team.
How to apply
Send your CV and a short description of your past work, with links to code where possible. Use the button below.