Quantitative Research Graduate Risk Modelling
KPK is a non-custodial onchain asset manager for DAOs, institutions, and capital allocators, offering treasury mandates, actively managed funds, and curated vaults across DeFi.
Funding history
About KPK
Founded in 2020 as karpatkey and rebranded to KPK in 2025, KPK manages assets through client-owned Safe smart accounts with limited permissions, policy-enforced execution, automated monitoring, and onchain accounting. Its current offerings include treasury management, KPK Funds, and KPK Vaults.
Skills
About the Role
You will build simulation frameworks to stress-test onchain strategies under adverse conditions. You will model portfolio and AMM vault risks, analyse historical onchain data, produce risk reports, and work with live protocols and capital to support allocation and rebalancing decisions.
Requirements
- Be a graduate or recent graduate with a Bachelor's degree in physics, applied mathematics, statistics, or a quantitative discipline
- Demonstrate strong Python programming ability and familiarity with NumPy, SciPy, and pandas
- Translate complex systems into tractable models and reason about model limitations
- Be comfortable with probability, stochastic processes, and statistical inference
- Demonstrate interest in DeFi and onchain markets
- Have familiarity with AMM mechanics, including Uniswap v3/v4, Balancer, and concentrated liquidity, as a strong plus
- Have a strong quantitative foundation; prior DeFi exposure is not required
Responsibilities
- Build simulation frameworks to stress-test onchain strategies under adverse conditions
- Model concentration risk, counterparty exposure, and correlation dynamics across the portfolio
- Analyse historical onchain data to validate risk assumptions and calibrate model parameters
- Produce quantitative risk reports that inform vault construction and rebalancing decisions
- Model and backtest AMM multistrategy vaults, including LP positioning, fee optimisation, impermanent loss dynamics, and rebalancing triggers
- Work with live protocols including Morpho, Gearbox, Aave, Uniswap, and Balancer
Benefits
- Remote work from anywhere
- Flexible working hours