Summary

Your Mission

We are seeking a full-time Quant Research Engineer team lead to support the development of build institutional-grade vaults that optimise risk-adjusted on-chain yields for capital at scale. This role will lead the development of automated risk models and off-chain intelligence that will power the capital allocation philosophy across the vaults.

This role is client-facing and requires direct interaction between the researcher and the client (often top leaders/thinkers in the industry). As a Lead you will be expected to support the roadmap and deliverables of multiple clients whilst upholding the quality bar for a team of researchers. The role is accountable for the development of the quantitative modelling and implementation of the mathematical models being incorporated into optimisation engine that powers live trading strategies.

This role requires deep expertise in blockchain analytics, quantitative research, and statistical modeling, strong leadership skills to drive data-driven decision-making, and strong communication skills with the ability to interface directly with clients. You will work in a fast-paced, dynamic environment and be heavily focused within the lending vertical with an emphasis on Aave v4.

We are looking for a talented Quant Research Engineer team lead who shares our beliefs and values that will foster a culture of intellectual curiosity, innovation, and continuous learning within the team.

Responsibilities

1. Execution Excellence: Lead the development of mathematical models that are incorporated into an optimisation engine that powers live trading strategies. Configure allocation recommendations with appropriate risk guardrails and rebalancing triggers for automated investment strategies.
2. Logic Optimisation: Build and optimize vault strategies across multiple asset types (stablecoins, ETH/BTC, re-staking tokens, real-world assets).
3. Risk Modelling: Conduct comprehensive risk assessment using statistical methods to evaluate liquidity risk, token de-peg scenarios, insolvency risk, and interest rate exposure.
4. Testing: Design and run controlled experiments to measure strategy performance, including profit/loss analysis, maximum drawdowns, and stress testing.
5. Security/Risk Monitoring: Responsible for the implementation of security monitoring and response software, such as Hypernative, to provide real-time monitoring, and automated trade execution.
6. Diligence: Oversee the evaluation of prospective investments through financial analysis, market research, product reviews, competitive analysis, competitor checks and other primary research.
7. Research: Collaborate and support the creation of research documentation explaining strategy assumptions, trade-offs, and risk management approaches that shall contribute towards public research and be present to clients as strategy memos.

About You

1. Proven ability to lead a team effectively in a high paced agile environment consisting of Researchers and Analysts.
2. Over 12 years of industry experience, with a Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related quantitative field.
3. Strong programming abilities in Python (experience with SQL, TypeScript, or Rust is a plus) with solid foundation in algorithms and data structures.
4. Statistical and mathematical knowledge including probability, statistics, optimization, and time-series analysis.
5. Understanding of financial risk concepts such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), portfolio optimization, leverage mechanics, and automated market maker (AMM) mathematics.
6. Familiarity with decentralized finance protocols including lending platforms, decentralized exchanges (DEXs), automated market makers (AMMs), and perpetual futures.
7. Understanding of vault management, yield farming strategies, or cross-chain execution, oracle pricing, liquid staking/re-staking and tokenisation of Real-World Assets.
8. Excellent communication skills and ability to collaborate effectively in code reviews and strategy discussions.
9. Demonstrable personal interest or knowledge of blockchain and the crypto space.
10. Hungry, high-energy, strong intellectual horsepower and perpetually curious.
11. Exceptional attention to detail, organization and planning.
12. Disciplined self-starter that can operate independently with limited oversight.

About TokenLogic

TokenLogic is a leading provider of on-chain capital management solutions. TokenLogic was launched in Q3 2023 with the ambition of serving the Aave DAO and by the end of Q4 2023, TokenLogic was onboarded as a Finance Service Provider. The team supports the Aave DAO with managing the Treasury and growing the adoption of there USD pegged stable coin GHO. We are a flexible dedicated team that creates client success. Beyond Aave DAO, the team is also supporting other communities with on-chain liquidity efforts and supporting teams manage yield generating funds. TokenLogic supports DAOs managing over $160.0 Million.

If you possess a passion for venturing into uncharted territory and believe in your ability to conquer even the most formidable challenges, we eagerly invite you to engage with us.

Skills

• Financial Analysis
• Financial Modeling
• Profitability Strategies
• Protocol Analysis
• Quantitative and Qualitative Analysis
• Risk Analysis

Other Benefits

Home office Flexible hours PTO Benefits Yearly Training Budget Home-office Equipment Budget Annual Bonus