Senior Data Scientist

Senior Data Scientist - Economic Risk & DeFi Simulation

Location: Remote - Preference for NYC - Will accept Remote USA & Europe to work EST hours

Compensation: $130K - $150K

We are the first automated, on-chain economic security system, trusted by leading protocols managing billions of dollars (including Aave, GMX, dYdX, and others). We provide actionable insights by analyzing protocol mechanics and scenario implications using world-class custom EVM simulations. We are seeking a proactive and results-driven Senior Data Scientist to advance our modeling capabilities and deliver powerful data insights across decentralized finance.

Reporting to the Head of Economic Risk & Strategy, you will play a critical role in strategic research, simulation, and risk analysis for market-leading protocols. This involves deep diving into complex crypto systems, modeling actor behavior, and translating intricate simulation results into intuitive, game-changing analytics for our institutional customers.

Responsibilities:

• Risk Modeling & Simulation: Lead innovative research to understand how different actors in the crypto market behave and interact, driving the modeling of such actors into our simulation platform.
• Algorithm & Insight Generation: Explore new algorithms and techniques to surface insights in DeFi security and optimization, working alongside leading crypto engineers.
• Data Visualization: Build data models and visualizations of public blockchain data and simulation results that provide intuitive analytics to protocols like AAVE and dYdX.
• Research & Presentation: Deep dive into market-leading protocols to drive game-changing insights and predictions. Present your findings both internally and externally, with the opportunity to publish industry-defining research.
• Collaboration: Collaborate with cross-functional teams (product, engineering) to ensure high-quality outputs and contribute to the continuous improvement of our platform.

• Experience: 4+ years of professional experience in Data Science—a must.
• Trading Background: Strong trading background required, including experience building models and a deep understanding of derivatives, pricing, financial markets, and systems.
• FinTech Experience: Previous experience in the FinTech industry.
• Technical Skills: Hands-on experience with Python and relevant data science packages, with a solid understanding of machine learning techniques and algorithms.
• Mindset: Strong problem-solving abilities, a passion for DeFi and blockchain technology, and a love for working in small, dynamic, fast-paced teams.

Preferred Qualifications (Bonus Points):

• Prior Web3 experience using Dune or writing smart contracts.
• Broader understanding of the crypto and blockchain ecosystem.
• Based in the United States (with ability to work remotely or from our Brooklyn office in NYC) or Europe.