Quantitative Trading Analyst (Web3)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Quantitative Trading Analyst (Web3/DeFi): Architecting and upgrading a risk management engine for an on-chain trading protocol with an accent on protocol solvency and risk quantification. Focus on designing mathematical models for maintenance margins, liquidation thresholds, and bridging TradFi derivative pricing to on-chain execution.
Location: Remote (Must be based in Europe)
Company
is building a transparent, permissionless trading stack for stocks, commodities, and crypto on-chain, replacing opaque brokerage models with auditable code.
What you will do
- Architect and backtest core protocol parameters, including maintenance margins and liquidation thresholds for diverse asset classes.
- Optimize mathematical models for funding rates, open interest caps, and AMM logic to ensure market balance.
- Build stochastic simulations to test protocol solvency against extreme volatility and black swan events.
- Analyze post-trade data to detect inefficiencies in oracle or margining systems and engineer quantitative solutions.
- Adapt traditional derivative pricing models (VaR, Greeks) into gas-efficient logic for on-chain execution.
Requirements
- Advanced background in Mathematics, Statistics, or Financial Engineering.
- Strong proficiency in Python (pandas, numpy, scipy) and SQL for complex querying.
- Deep understanding of both Traditional Finance derivatives and DeFi primitives (AMMs, Perpetual DEXs).
- Proven track record of building or auditing risk engines, margin models, or liquidation systems in HFT or DeFi.
- In-depth knowledge of market microstructure, inventory risk, and volatility.
- Must be based in Europe
Nice to have
- Experience with RWA markets, specifically Commodities and FX.
- Understanding of smart contract constraints (Solidity/EVM).
- Experience engaging with on-chain oracles like Chainlink or Pyth.
Culture & Benefits
- Competitive compensation package.
- Opportunity to work with cutting-edge blockchain technology.
- Collaborative environment with a highly skilled team.
- Flexible work arrangements.
- Professional development opportunities.
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