Quantitative Software Engineer

Quantitative Software Engineer - DeFi Economic Optimization

Location: Remote - US, Canada and would consider candidates based in Puerto Rico

Compensation: $150K - $200K

We are a Series B quantitative research and optimization company that leads the field in DeFi economics. We manage market risk, optimize growth, and ensure economic safety for protocols facilitating most spot trading, borrowing, and lending activity across all of DeFi, securing over $42 billion in customer TVL. We are seeking highly skilled and motivated Quantitative Software Engineers to drive the safe progression of future financial systems.

You will be at the intersection of quantitative finance and software engineering, driving the design and implementation of risk management and optimization strategies for major DeFi protocols. This role involves full ownership, from building robust data pipelines and core modeling platforms to deploying logic that enhances capital efficiency and risk-adjusted yields.

Key Responsibilities:

• Model Implementation: Design and implement strategies for managing risk and optimizing DeFi protocols using quantitative models, simulations, and machine learning.
• Tool Development: Develop and maintain tools and engines for parameter recommendations, driving direct, measurable impact to protocols.
• Data Pipeline Ownership: Own the whole lifecycle of protocol integrations, including building data pipelines and working with cross-functional teams to define data requirements and product offerings.
• Data Architecture: Architect and refine data models and structures to support the evolving needs of DeFi analytics, simulations, methodologies, and research development.
• Platform Contribution: Contribute to making our core modeling platform world-class by integrating cutting-edge research and engineering best practices.
• Strategy Optimization: Optimize protocol logic to improve risk-adjusted yields, trade execution quality, and capital efficiency of strategies (e.g., Protocol-Owned Liquidity).
• Industry Expertise: Stay current with the latest industry trends, market risk vectors, and market conditions to keep strategies on the cutting edge of crypto and DeFi innovation.

• Quantitative Experience: Minimum 4 years of direct hands-on experience trading or analyzing financial markets (crypto or traditional) professionally.
• Modeling: Proven experience developing statistical or quantitative models for financial markets.
• Technical Proficiency: Proficient at writing code in Python and SQL with a solid understanding of software engineering principles.
• Data Systems: Knowledge of workflow orchestration (e.g., Dagster, Airflow) and distributed data processing technologies (e.g., Spark).
• Math/Stats: Excellent understanding of statistical modeling, machine learning, and optimization algorithms.
• Scientific Computing: Experience with scientific computing packages such as Numpy/Scipy, Pandas, etc.
• DeFi Understanding: Understanding of blockchain and DeFi protocols, concepts, and best practices (or a strong desire to learn).
• Mindset: Ability to quickly internalize abstract concepts in new domains, coupled with strong problem-solving skills and attention to detail.

Preferred Qualifications (Bonus Points):

• Master’s or Ph.D. in a Quantitative field like Mathematics, Economics, Computer Science, Physics, or similar fields.
• Published or presented research in the space.