Careers

Build the desk.

Talus Markets is a small systematic trading firm quoting event contracts around the clock. We are hiring three people to make the systems faster, the prices sharper and the book safer.

Engineering

Senior Software Engineer

Trading infrastructure: pricing, execution, risk, operations.

Read the role → Research

Data Scientist

Pricing research: correlated outcomes, calibration, backtests.

Read the role → Trading

Sports Trading Analyst

Risk and positioning, with sports event market experience.

Read the role →

Remote, async, and small. Everyone touches production. Full-time or contract to start; compensation is discussed on the first call and includes a share of desk performance for the right person.

Engineering · Remote · Full-time or contract

Senior Software Engineer, Trading Infrastructure

Own the systems that trade. Our software prices, sizes and manages positions continuously, with no human in the loop. You will make that stack faster, safer and easier to run.

What you will do

  • Design and build the pricing, execution and settlement services: market-data ingestion, order handling, fills and position tracking.
  • Harden the risk layer: limits, kill switches, health checks and the alerting that goes with them.
  • Run production on Linux in the cloud: process supervision, logging, safe configuration changes, post-incident fixes.
  • Build the internal tooling the desk lives in: dashboards, reporting and reconciliation of positions against venue records.
  • Integrate new venues: APIs, authentication, instrument data, with test modes before capital goes live.

What you bring

  • Six or more years building production backend systems, at least two of them in a latency- or reliability-sensitive setting such as trading, payments or infrastructure.
  • Expert in Node.js and TypeScript, comfortable in Python and shell, at home with SQLite and Postgres.
  • Hands-on experience with streaming data feeds, idempotent order handling, reconnect and backoff logic, and logs you can reason about.
  • Linux operations instinct: you have debugged a box at 3 a.m. and then written the monitor that would have caught it.
  • Respect for money: a config change in production is a release.

Nice to have

  • Trading-system or exchange connectivity work.
  • Infrastructure as code.
Apply for this role

Research · Remote · Full-time or contract

Data Scientist, Pricing Research

Price the whole picture. Outcomes within a single event move together, and prices are only as good as the joint distribution behind them. You will build the dependence models behind our pricing, and the calibration loop that tells us when we are wrong.

What you will do

  • Model dependence between related outcomes of the same event across the major US sports, soccer, tennis and combat sports.
  • Build joint pricing from single-outcome fair probabilities: copulas, game-state simulation, and fast approximations fit for live use.
  • Run the feedback loop: calibration by sport and market type, adverse-selection measurement, controlled experiments on pricing changes.
  • Turn odds feeds, box scores and play-by-play into features; own the datasets and the backtests.
  • Hand results to the desk as rules the systems can run, with the uncertainty attached.

What you bring

  • Strong applied statistics: dependence modelling, calibration, shrinkage, and hypothesis testing on small, noisy samples.
  • Fluent Python (pandas, numpy, scipy, statsmodels or PyMC) and SQL; you ship models as code engineers can run.
  • Sports market literacy: American and decimal odds, vig removal, and why treating correlated outcomes as independent loses money.
  • A considered view on how much to trust a thousand bets.

Nice to have

  • Research experience at a sports event market operator, exchange or quant fund.
  • Game-simulation or player projection systems.
  • Published or open-source work we can read.
Apply for this role

Trading · Remote · Full-time or contract

Sports Trading Analyst, Risk and Positioning

Read our book the way an event market risk desk would. We trade continuously across leagues. You will own the review of what we hold, where it is fragile, and how we should be positioned on both the buy side and the sell side.

What you will do

  • Exposure review: regular analysis of positions by league and market type, concentration by event, worst-case scenarios and what they cost.
  • Settlement edge cases: withdrawals, postponements, voids and similar rule situations. Quantify what each earns or costs us and set the rules we trade by.
  • Structural edges: assess the situations where we hold an advantage, how large it is, how fast the market closes it, and how much size it bears.
  • Position strategy: when to take positions (buy side) and when to make markets (sell side); limits per ticket and per league; when to lean a price, when to hedge, when to step away.
  • Coverage: which leagues and markets to trade, and which to leave alone.
  • Work with research on calibration and with engineering to turn your rules into system configuration.

What you bring

  • Three or more years in trading or risk at a sports event market operator or exchange, as a trader, risk analyst or liability manager. You have set limits and moved prices with real money on them.
  • Deep knowledge of settlement rules across the major US sports, soccer and tennis, and a feel for what sharp and recreational flow look like.
  • Comfortable with spreadsheets and SQL; Python is a plus. You can read a P&L attribution and say which change caused it.
  • Clear writing: recommendations fit on one page, numbered, with prices in American odds.

Nice to have

  • Experience with prediction markets or event contracts.
  • Market-making background.
  • A quantitative degree.
Apply for this role

Apply

Send a link to your CV and a few lines on why this role. We read every application and reply to everyone whose background fits a role.