About the role
Totalis is building the derivative layer for prediction markets. We have a chain agnostic infrastructure for prediction markets. We are pioneering the financial products that become possible when derivatives can be built on top of them.
The team
Eric previously worked at Coinbase & Faire. Pravesh has built crypto infra across Eigen Labs, Squid Router, and other teams working on swaps, routing, and onchain systems.
You will work directly with the founders on the systems that define the company.
The work
We are hiring a Quantitative Trader to develop and operate the pricing and risk systems behind prediction market parlays and combo trades.
You will determine fair values for combos, model correlations between event contracts, set executable prices, and manage the portfolio risk. This role sits at the intersection of quantitative research, sports trading, derivatives pricing, and real-time market making.
What we are looking for
- Experience with quoting RFQs on other prediction markets (Kalshi or Polymarket)
- Familiar with exchange microstructure, liquidity, and adverse selection
- Strong understanding of probability and statistics
- Experience pricing or trading sports, prediction markets, or other trad-fi derivatives
- Experience with one or more relevant modeling approaches, such as Monte Carlo simulation, copulas, graphical models, Bayesian networks, or multivariate probability models
- Extremely high ownership and comfort operating in an early stage startup environment
Why Totalis
- Work on a new financial product category at the intersection of prediction markets, sports trading, and derivatives
- Price contracts that do not yet have standardized models or established market conventions, work with proprietary cross-venue market and RFQ data
