Quant Developer

This is a fully remote position, open to applicants in United States, +3 more states.

📋 Description

• Develop and implement vault strategies: transition a concept from thesis and design documentation through to execution, simulation, deployment, and live operations — encompassing RWAs, leveraged lending, yield aggregation, cross-protocol allocation, perpetuals, prediction markets, and innovative product types yet to be created.

• Enhance strategies: conduct signals research, optimize execution, and manage gas-aware rebalancing across various tokens and chains, alongside liquidity and duration management.

• Conduct protocol and asset due diligence: assess new protocols, collateral assets, and chains for integration into strategies — focusing on solvency mechanics, oracle design, redemption pathways, liquidity depth, and additional factors.

• Manage risk parameters: oversee supply caps, LLTV configurations, concentration thresholds, VaR-based exposure models, and implement automated de-risking mechanisms that liquidate positions when necessary conditions arise.

• Integrate new protocols and chains: create and validate adapters for lending markets, DEX aggregators, and bridges; ensure strategy performance aligns with forked-chain simulations prior to capital involvement.

• Supervise your creations: enhance our risk-monitoring and alerting frameworks, establish the criteria for alerts, and participate in the on-call rotation for the strategies you oversee.

• Assist with launches and client engagement: collaborate with growth, capital markets, and client teams on the initiation of new vaults and strategy launches.

⛳️ Requirements

• Proven experience in developing quantitative systems that operate in production — including algorithmic trading, portfolio optimization, market making, or risk systems at a trading firm, asset manager, fintech, or crypto-focused company. Typically, this spans 2–8 years of experience, though we prioritize the quality of what you’ve built over mere duration on your résumé.

• Proficient in coding your strategies. Strong expertise in Python and solid software engineering principles: testing, code reviews, and the insight to create sustainable abstractions instead of temporary scripts. This role is hands-on and quantitative, not discretionary trading.

• Practical quantitative skills: optimization, statistics, simulation, and the intuition to validate models against real-world data before placing trust in them.

• Familiarity with data infrastructure: SQL skills and experience in building or utilizing data pipelines.

• Ownership of production systems: experience in debugging live systems under pressure with an understanding that a strategy managing others' funds must be accurate, monitored, and recoverable.

• Effective technical communication abilities.

• Bonus points:

• Practical DeFi experience: familiarity with lending protocols, ERC-4626 vaults, AMMs, or oracle systems — as a creator or an advanced user.

• Solidity / EVM knowledge: ability to read protocol contracts, conduct forked-chain simulations (anvil), or write adapters; non-EVM experience (e.g., Solana) is also appreciated.

• On-chain operational expertise: experience with multisig workflows, transaction submission, signing infrastructure, and bridging.

• Knowledge of TypeScript and a modern data stack (e.g., BigQuery, Dagster, Hex, GCP/Kubernetes).

• Background in risk modeling for volatile or thinly traded assets: VaR, liquidation modeling, and stress testing.

🏝️ Benefits

• Remote-first environment — work from anywhere in the US & Canada.

• Regular in-person company retreats and cross-country "office visit" benefits.

• 100% coverage of medical, dental, and vision premiums for employees.

• A $1,000 work-from-home stipend.

• Monthly reimbursement for home internet, phone, and cellular data.

• Unlimited vacation policy.

• 100% paid parental leave for 12 weeks.

• Fertility benefits available.

• Potential for incentive compensation.