Quantitative Software Engineer

Summary

Join Gauntlet, a leader in quantitative research and optimization of DeFi economics, as a highly skilled Quantitative Software Engineer. We manage risk and incentives for over $46 billion in customer TVL and are seeking individuals with strong statistical and engineering skills, a passion for problem-solving, and the ability to work effectively in a fast-paced environment. You will design and implement strategies for managing risk and optimizing DeFi protocols, develop tools and engines for parameter recommendations, and contribute to our core modeling platform. Gauntlet offers a remote-first work environment with competitive compensation and benefits, including comprehensive health insurance, paid parental leave, and a generous WFH stipend.

Requirements

• 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 (or 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

Responsibilities

• Design and implement 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, to develop new features for Aera and Gauntlet’s Protocol Optimization business
• 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

Preferred Qualifications

Master’s or Ph.D. in Quantitative fields like Mathematics, Economics, Computer Science, Physics, or similar fields is a plus

Benefits

• Remote first - work from anywhere in the US & CAN!
• Competitive packages with the added opportunity for incentive-based compensation
• Regular in-person company retreats and cross-country "office visit" perk
• 100% paid medical, dental and vision premiums for employees
• Laptop provided
• $1,600 WFH stipend upon joining
• $100 per month reimbursement for fitness-related expenses
• Monthly reimbursement for home internet, phone, and cellular data
• Unlimited vacation policy
• 100% paid parental leave of 12 weeks
• Fertility benefits