Quantitative Trading Analyst

Skills

About the Role

You will architect and upgrade the protocol risk management engine. You will quantify protocol risk, design and backtest maintenance margins, liquidation thresholds, and insurance fund models for diverse asset classes. You will optimize funding rate and AMM models, build stochastic stress tests and simulations, analyze post-trade data to fix oracle and margin inefficiencies, and adapt TradFi derivative pricing (VaR, Greeks) into gas-efficient on-chain logic.

Requirements

• Advanced background in Mathematics, Statistics, or Financial Engineering
• Strong proficiency in Python and libraries pandas numpy scipy
• Deep understanding of Traditional Finance derivatives including futures pricing and options theory
• Deep understanding of DeFi primitives including AMMs and Perpetual DEXs
• Proven experience building or auditing risk engines margin models or liquidation systems in HFT or DeFi
• In-depth knowledge of market microstructure including liquidity provider and taker dynamics inventory risk spreads volatility and credit
• Experience using SQL for complex data querying
• Experience with RWA markets such as commodities and FX
• Understanding of smart contract constraints Solidity and EVM for on-chain implementation
• Experience with on-chain oracles such as Chainlink and Pyth and awareness of latency risks

Responsibilities

• Architect and backtest core protocol parameters including maintenance margins, liquidation thresholds, and insurance fund models
• Optimize mathematical models for funding rates, open interest caps, and AMM logic
• Build stochastic simulations and stress tests to evaluate protocol solvency under extreme scenarios
• Analyze post-trade data to detect inefficiencies in oracles and margining systems and engineer quantitative fixes
• Adapt traditional derivative pricing models into gas-efficient on-chain implementations

Benefits

• Competitive compensation package
• Opportunity to work with cutting-edge blockchain technology
• Flexible work arrangements