Quant Researcher (Credit Risk)
Infinity Exchange is a blockchain infrastructure platform for permissionless lending, borrowing, and trading of digital assets. It caters to institutions and traders by modeling its rate setting and trading mechanics after traditional finance (TradFi) interbank lending markets, but adapted for digital assets.
Funding history
About Infinity Exchange
Infinity Exchange is a blockchain infrastructure platform built for permissionless lending, borrowing, and trading of digital assets, targeting institutions and traders. The platform's interest rate mechanics are modeled on traditional interbank lending markets, offering both floating and fixed rates to provide on-demand liquidity. It features a market-driven Yield Curve for pricing and trading between different rates and currencies, based on non-arbitrage pricing principles. Infinity also supports complex collateral, including interest-bearing tokens like Aave’s aTokens, Compound’s cTokens, and Lido’s stETH, to unlock new relative value and arbitrage trading opportunities across major DeFi protocols.
Skills
About the Role
You will provide quantitative analysis on group level product level and user level exposure. You will develop valuation and risk models for lending portfolios covering interest rates foreign exchange credit and other risks. You will collaborate with risk technology and finance stakeholders and communicate methodologies externally when appropriate.
Requirements
- Experience with pricing models for interest rate options and exotics credit inflation foreign exchange or hybrid products
- Good programming skills in C and C++ using object oriented design
- Knowledge of Python VBA and machine learning is advantageous
- Strong analytical numerical and problem solving skills
- Knowledge of probability theory and stochastic calculus for finance
- Excellent communication and stakeholder interaction skills
- Masters or PhD in a quantitative field such as applied mathematics mathematics engineering or physics
- FRM CFA or CQF certification is advantageous
Responsibilities
- Provide real time quantitative support and exposure analysis
- Develop and enhance valuation and risk models for lending portfolios
- Interact regularly with market risk technology finance and other groups
- Communicate risk methodologies externally when appropriate