Quantitative Risk Analyst

We’re hiring a quant to extend and automate an allocation model across DeFi lending markets — covering research, implementation, and production operations in one role.
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About the company

The traditional financial system has long been designed to extract value from users. This company was built to challenge that model — creating a platform where yield is returned to users and ownership sits with the community, not shareholders.

The protocol is live across multiple chains and backed by leading industry investors. With over 20 security audits completed, the team prioritises reliability and capital protection.

They are a fully remote team of ~25 people across Europe, operating without unnecessary hierarchy. Everyone works as a contractor, with a strong focus on ownership, accountability, and high standards.
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The short version

Most vault curators optimise for yield — this team optimises for risk.

They are building a quantitative, on-chain asset management system that allocates dynamically across DeFi lending markets using constraint-driven frameworks rather than heuristic rules. Every parameter is derived from explicit optimisation and simulation, calibrated to extreme scenarios.

You’ll work closely with the Lead Quant, owning the full lifecycle from research to production, with models directly managing live capital.
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What you’ll work on

• Extending and automating allocation models (evolving from mean-variance to constrained optimisation frameworks)
• Integrating risk constraints including liquidity scoring, EWMA volatility, correlation matrices, and bad debt VaR
• Running stress testing (Monte Carlo, historical replay, VaR shock scenarios)
• Building monitoring systems, KRIs, and automated safeguards
• Deploying and managing models in live environments
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Tech stack

Python · NumPy · SciPy · Pandas
On-chain data pipelines (RPC, indexers, subgraphs)
Monte Carlo & VaR frameworks
DeFi lending protocols
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What they’re looking for

• Master’s or PhD in Mathematics, Physics, or Quantitative Finance
• 5+ years in quantitative risk or portfolio management (DeFi or TradFi)
• Experience in portfolio construction, risk budgeting, and optimisation
• Strong understanding of VaR/CVaR modelling (hands-on experience required)
• Experience with backtesting and scenario analysis (e.g. Monte Carlo)
• Familiarity with on-chain data pipelines and EVM ecosystems
• Ability to read and interpret smart contracts
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Nice to have

• Experience working with DeFi lending protocols
• Contributions to quantitative finance or DeFi research
• Rust or Solidity experience
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Who this is for

You build for production and take responsibility for what you ship. Clean, reproducible models matter to you more than speed alone.

You work independently, flag issues early, and take ownership when things break.

You’re genuinely interested in DeFi — not just professionally, but because the problems, transparency, and stakes genuinely interest you.

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