Gauntlet - Quantitative Software Engineer

Gauntlet, a company focused on quantitative research, optimization, and risk management for decentralized finance protocols, is seeking a Quantitative Software Engineer. The role involves developing quantitative models, simulations, machine learning strategies, data pipelines, and software platforms to manage DeFi risk, optimize protocols, and improve crypto financial strategies.

Responsibilities:

• Designing and implementing strategies for managing risk and optimizing DeFi protocols using quantitative models, simulations, and machine learning
• Develop tools and engines for parameter recommendations and drive impact to protocols
• Own the whole lifecycle of protocol integrations, including building data pipelines, working closely with cross-functional teams to define the data requirements and product offering
• Architect and refine data models and structures to support the evolving needs of DeFi analytics, simulations, methodologies and research development
• Contribute to making our core modeling platform world-class
• Maintain up-to-date knowledge of the latest industry trends, technologies, and techniques in software engineering
• Optimize Aera guardian logic to improve risk-adjusted yields, trade execution quality, and capital efficiency of strategies such as Protocol-Owned Liquidity for Aera Vaults
• Collaborate with other cross-functional teams, including internal and external teams
• Stay current with the latest industry trends, market risk vectors, and market conditions to ensure that Aera strategies stay on the cutting edge of crypto and DeFi innovation

Requirements:

• strong statistical and engineering skills
• a passion for problem-solving
• the ability to work effectively in a fast-paced and collaborative environment
• Minimum 4 years of direct hands-on experience trading or analyzing financial markets (crypto or traditional) professionally
• Experience developing statistical or quantitative models for financial markets
• Understanding of blockchain and DeFi protocols, concepts, and best practices
• a strong desire to learn
• Proficient at writing code in Python and SQL with a solid understanding of software engineering principles
• Knowledge of workflow orchestration (e.g., Dagster, Airflow) and distributed data processing technologies (Spark)
• Excellent understanding of statistical modeling, machine learning, and optimization algorithms
• Experience with scientific computing packages such as Numpy/Scipy, Pandas, etc
• Ability to quickly internalize abstract concepts in new domains, coupled with strong problem-solving skills and attention to detail
• Ability to work independently and within a team, manage multiple projects, and meet deadlines
• Strong communication skills and the ability to work collaboratively in a distributed team environment
• Master's or Ph.D. in Quantitative fields like Mathematics, Economics, Computer Science, Physics, or similar fields