Senior Quantitative Risk Analyst – Digital Assets

This is a fully remote position, open to applicants in Germany.

📋 Description

• Create and execute stress testing frameworks to evaluate the resilience of portfolios and protocols during challenging market scenarios.

• Design and backtest predictive models utilizing historical on-chain and market data.

• Perform Monte Carlo simulations and various stochastic methods (such as Quasi-Monte Carlo and bootstrapping) alongside scenario analyses to measure tail risks and expected loss distributions.

• Execute time series analysis to uncover structural patterns, volatility regimes, and correlation dynamics within digital asset markets.

• Develop quantitative assessment frameworks for crypto-backed loan products, particularly focusing on ETH, SOL, and BTC collateral.

• Model risks related to liquidation, collateral volatility, and loan-to-value (LTV) dynamics during stressed conditions.

• Assist in methodology development and establish ongoing monitoring processes to ensure collateral health and margin sufficiency.

• Create quantitative strategies to assess RWA vaults, including aspects of credit quality, liquidity profiles, and concentration risks.

• Generate comprehensive quantitative research and market analyses for external publication, such as assessments of stablecoins and reports on DeFi risks.

• Measure risks associated with DeFi protocol mechanics, including liquidity pool dynamics, oracle dependencies, and governance attack vectors.

• Independently validate and back-test the existing risk models at Particula to ensure their accuracy, consistency, and impartiality.

• Collaborate with on-chain and off-chain data sources to construct robust, reproducible analytical pipelines.

⛳️ Requirements

• Strong background in quantitative finance, statistics, or financial engineering.

• Practical experience with Python (including libraries such as pandas, NumPy, SciPy, and statsmodels) and/or R.

• Understanding of DeFi mechanisms, tokenomics, and the microstructure of crypto markets.

• Experience in credit risk, collateral modeling, or structured products is highly advantageous.

• Exceptional written communication abilities, capable of producing rigorous, publication-ready research.

• Self-motivated, intellectually curious, and adept at functioning in a rapidly changing environment.

🏝️ Benefits

• Team offsites in exciting locations.

• Flexible working hours in a company that emphasizes remote work.

• Engaging product in a highly dynamic market environment.

• Values-driven start-up culture.

• Numerous opportunities for professional development and networking with dedicated individuals.

• Flat organizational structure.

• Competitive cash salary: gross annual salary along with potential share options for exceptional performance.