Description:

Gauntlet leads the field in quantitative research and optimization of DeFi economics, managing market risk and optimizing growth for protocols in the DeFi space.
The company protects and optimizes the largest protocols and networks in the industry, managing risk and incentives covering over $46 billion in customer TVL as of September 2024.
Gauntlet publishes cutting-edge research that informs risk models, alerts, and analysis, and is highly cited in peer-reviewed papers on DeFi.
The company is a Series B firm with around 75 employees, operating remotely with a home base in New York City.
The mission is to drive adoption and understanding in future financial systems, addressing the unique challenges of decentralized systems through innovative approaches.
The role of Quantitative Software Engineer involves designing and implementing strategies for managing risk and optimizing DeFi protocols using quantitative models, simulations, and machine learning.
Responsibilities include developing tools for parameter recommendations, owning the lifecycle of protocol integrations, architecting data models, contributing to core modeling platforms, and collaborating with cross-functional teams.

Requirements:

A minimum of 4 years of direct hands-on experience trading or analyzing financial markets, either crypto or traditional, is required.
Candidates must have experience developing statistical or quantitative models for financial markets.
An understanding of blockchain and DeFi protocols, concepts, and best practices is necessary, or a strong desire to learn.
Proficiency in writing code in Python and SQL, along with a solid understanding of software engineering principles, is essential.
Knowledge of workflow orchestration tools (e.g., Dagster, Airflow) and distributed data processing technologies (Spark) is required.
A strong understanding of statistical modeling, machine learning, and optimization algorithms is necessary.
Experience with scientific computing packages such as Numpy/Scipy and Pandas is required.
Candidates should have the ability to quickly internalize abstract concepts in new domains, strong problem-solving skills, and attention to detail.
The ability to work independently and within a team, manage multiple projects, and meet deadlines is essential.
Strong communication skills and the ability to work collaboratively in a distributed team environment are required.

The position is remote-first, allowing employees to work from anywhere in the US and Canada.
Competitive compensation packages are offered, with the opportunity for incentive-based compensation.
Employees can participate in regular in-person company retreats and have access to a cross-country "office visit" perk.
The company covers 100% of medical, dental, and vision premiums for employees.
A laptop is provided to employees.
A $1,600 work-from-home stipend is given upon joining.
Employees receive $100 per month reimbursement for fitness-related expenses.
Monthly reimbursements for home internet, phone, and cellular data are provided.
The company has an unlimited vacation policy.
Employees are entitled to 100% paid parental leave of 12 weeks.
Fertility benefits are also included.