Fully Remote
We’re working with a leading perp DEX building out its internal risk function.
This role owns the quantitative side of risk — modeling, parameter calibration, and real-time market analysis.
Not research. Models need to be used in production.
The role:
- Build and maintain models for price impact, OI caps, funding, fees
- Calibrate parameters using onchain + market data
- Monitor markets for abnormal / adversarial behaviour
- Assess new markets, assets, and protocol changes
- Produce clear risk recommendations and memos
- Work closely with engineering on tooling, data, and automation
What they’re looking for:
- Strong maths / stats / probability (non-negotiable)
- Experience building quant models used in production
- Ability to go from first principles → implemented model
- Clear communicator (can explain trade-offs and decisions)
- Understanding of market microstructure preferred
- Python helpful, not the priority
- Interest in crypto / DeFi (can come from TradFi)
Good backgrounds:
- DeFi risk (Gauntlet, Chaos Labs, LlamaRisk, Risk DAO, etc.)
- Risk / quant at protocols (Aave, Maker, dYdX, etc.)
- Quants at exchanges / CeFi firms (risk, not trading)
- TradFi quants (derivatives / market risk / model validation) moving into crypto
Not a fit:
- Engineers / data profiles without modeling experience
- Portfolio / fund managers
- Pure compliance / regulatory “risk”
Comp:
- Up to $180k USD base salary
- Fully remote
- Equity / token upside
Why this role:
- Own risk for a live perps market handling real volume
- Replace external vendors → build internal capability
- Work on real constraints (liquidations, volatility, manipulation)
- Small team, fast decisions, high ownership
