This is a unique opportunity to join a successful and pioneering sports betting consultancy in Camden, London.
Star Lizard is looking for an intelligent and motivated individual to join ourin-house Cricket team in asoftware developer role; you will be expected to take ownership of key functional areas of the application, regularly produce high quality software, and be comfortable with working both alone and as part of a close knit team. You will be working alongside the business and the users.
The successful candidate will be able to demonstrate strong software engineering skills, enjoy a variety of challenges,be confident in working independently to produce high quality code.
Salary / Benefits Package
An immediate start is available for the right individual. Please send CVs to email@example.com
This is an excellent opportunity for a highly motivated and enthusiastic individual to join a successful and pioneering sports betting consultancy, based in Camden, London.
Starlizard uses its expert analysis of both statistical and football performance data to find value bets on behalf of its clients. The successful candidate will help ensure these bets are executed in the market at optimum levels. Candidates should have a proven strong numerical ability.
The ideal candidate will have experience of trading on betting markets or exchanges and will have an understanding of risk management. Possessing a high level of numeracy, they will be able to think and work quickly, logically and accurately in a highly pressurised environment.
Working within a close knit team, good communication and interpersonal skills are essential. Candidates should note that due to the timing of football matches, working weekends is standard.
Our state of the art office provides employees with a unique working environment. Facilities include an in-house gym, games room, library and free high quality catering.
To apply for this role please email your CV and covering letter to firstname.lastname@example.org. Please answer in your letter the following questions: