DeFi Quantitative Engineer

The role You will lead the design and management of a multi strategy portfolio across basis trading, liquidity provision, yield optimization and structured DeFi opportunities. The focus is risk adjusted performance, scalable allocation, and continual strategy improvement backed by data.

Work will include

• Portfolio construction and allocation across CEX and DeFi

• Basis trading, LP strategies and structured yield

• Yield modelling, forecasting and risk attribution

• Research, backtesting and prototyping new strategies

• Risk scoring frameworks, stress testing and scenario modelling

• Performance analytics using metrics such as Sharpe, Sortino and drawdown adjusted yield

We are looking for

• Experience in quant research, risk modelling or systematic portfolio work

• Experience with derivatives, basis and funding mechanics, AMMs or structured yield

• Clear understanding of DeFi yield mechanics, liquidity dynamics and risk

Nice to have

• Exposure to Rust or Solidity for protocol evaluation

• Experience running cross market CEX to DeFi strategies

• Strong knowledge of perpetuals, futures, options and funding markets

If this sounds interesting, please apply within to be considered!