Quantitative Trading Analyst
About The Position
Quantitative Trading Analyst (Risk Architecture) Location: New York, NY (Full-Time) Category: Finance / Quantitative Trading Compensation: $140K - $300K We are on a mission to democratize access to global markets by enabling anyone with a digital wallet to trade stocks, commodities, currencies, and crypto with total transparency. We are replacing the traditional, opaque brokerage model with a permissionless, on-chain trading stack where every transaction is verifiable via open-source code. Backed by $27.9M+ in funding from premier investors including General Catalyst, Jump, Susquehanna (SIG), and Alliance DAO , we are scaling an elite team to build the future of On-Chain Real World Assets (RWA). We are seeking a Quantitative Trading Analyst to architect and upgrade the risk management engine securing our protocol. In this role, you will bridge the gap between Traditional Finance (TradFi) derivatives and DeFi market structures. Your mandate is to quantify protocol risk rigorously, designing systems that support high-leverage trading while mathematically ensuring absolute protocol solvency.
Requirements
- Quantitative Fluency: Advanced background in Mathematics, Statistics, or Financial Engineering, with expert proficiency in Python (pandas, numpy, scipy)
- Dual-Domain Expertise: Deep understanding of both TradFi derivatives (Futures pricing, options theory) and DeFi primitives (AMMs, Perpetual DEXs).
- Risk Systems Experience: Proven track record of building or auditing risk engines, margin models, or liquidation systems in HFT or DeFi environments.
- Market Microstructure: In-depth knowledge of the economics between liquidity providers and takers, including inventory risk, spreads, and credit.
- Data Proficiency: Strong experience using SQL for complex data querying and analysis.
Nice To Haves
- Experience with RWA markets (Commodities, FX) and their specific volatility profiles.
- Familiarity with smart contract constraints (Solidity/EVM) to ensure models are implementable on-chain.
- Experience with on-chain oracles (Chainlink, Pyth) and an understanding of latency and stale-data risks.
Responsibilities
- Risk Engine Architecture: Architect and backtest core parameters, including maintenance margins, liquidation thresholds, and insurance fund models across diverse asset classes.
- Mechanism Design: Optimize mathematical models for funding rates, open interest caps, and AMM logic to mitigate toxic arbitrage and maintain market equilibrium.
- Stress Testing: Develop stochastic simulations to verify protocol solvency against extreme market volatility and "black swan" events.
- System Optimization: Analyze post-trade data to identify inefficiencies in oracle or margining systems and engineer quantitative fixes.
- TradFi-to-DeFi Integration: Adapt sophisticated derivative pricing models (VaR, Greeks) into gas-efficient logic suitable for on-chain execution.
Benefits
- Competitive Compensation: High-tier salary plus tokens and equity .
- Cutting-Edge Tech: Direct involvement in building the financial engine for on-chain RWA trading.
- Elite Environment: Work alongside a highly skilled team of engineers and traders from top-tier firms.
- Flexibility: Flexible work arrangements and professional development opportunities.
- Impact: The opportunity to redefine how the world trades traditional assets via decentralized infrastructure.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
Number of Employees
101-250 employees
