Defi Quantitative Engineer

The ideal candidate will be able to independently engage in alpha generation and strategy prototyping through the entire strategy lifecycle from initial statistical analysis to prototyping an MVP strategy.

Location Preference: North America based, can work from home

Requires References Check from ex-Employers

Extract and transform a variety of on-chain and off-chain data sources including historical centralized exchange feeds, EVM data (ETL databases, direct node queries, smart contract logs, etc.)

• Understands traditional financial technical concepts (order book reconstruction, quotes, order types, matching engine dynamics)
• Understands DEX primitives including Uniswap V2, V3, and Curve pricing functions. Must be able to extract and transform low level Solidity data representations and produce optimized off‑chain reconstruction of relevant DEXs
• Understands blockchain systems including variations in consensus, and node client software across a variety of EVM chains (Ethereum, Arbitrum, Avalanche, Polygon, etc.)
• Be able to setup and configure client node software for a variety of use cases

Produce statistical analyses of trends across a wide spectrum of data sources

• Possess a rigorous understanding of basic probability theory and statistical methods and best practices
• Possesses a nuanced understanding of MEV dynamics across various ecosystems

• Atomic arbitrage execution path
• Long‑tail MEV
• Statistical arbitrage (including CEX, DEX)
• Flashbots, block builder integrations, MEV priority fee strategy
• Latency optimization techniques for chains without a Flashbots‑like ecosystem
• Order‑flow auctions/bidding
• Price movements of various on‑chain and off‑chain financial instruments
• Discrete analysis of competitors and other sophisticated actors
• Reverse engineering on‑chain actors’ strategy triggers

Be able to generate statistically significant analysis of various trends

• Fluent in Solidity, and the EVM compilation toolchain
• Fluent in Rust and Python

In‑depth Market Understanding:
The candidate must possess a comprehensive understanding of DeFi markets, including trends, emerging platforms, key players, and regulatory environments. This knowledge will help shape strategic decisions and identify potential opportunities for alpha generation.

Strategy Development:
The candidate should be able to conceptualize and develop innovative trading strategies based on qualitative and quantitative factors. This includes understanding the competitive landscape, identifying market inefficiencies, and leveraging unique insights to create viable trading strategies.

Risk Management:

The candidate must have a strong understanding of risk management principles and the ability to apply them in the context of DeFi and quantitative trading. This includes identifying and assessing potential risks, as well as developing strategies to mitigate them.

• Mid‑Senior level

• Full‑time

• Research