Summary

Your Mission

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

This role is involves developing the quantitative modelling and working with engineering to incorporate the mathematical models into optimisation engine that powers live trading strategies. 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 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: Design an implement the development of mathematical models for managing risk and optimizing DeFi protocols using quantitative models, simulations, and machine learning. Support the development of optimisation engine generating parameter recommendations that enable automated investment strategies to rebalance within risk guardrails.
2. Logic Optimisation: Optimise rebalancing and allocation logic to improve risk-adjusted yields, trade execution quality, and capital efficiency of strategies such as Protocol-Owned Liquidity for TokenLogic Vaults.
3. Risk Research/Modelling: Conduct comprehensive qualitative risk assessment using statistical methods to evaluate liquidity risk, token depeg scenarios, insolvency risk, and interest rate exposure. Use this data to refine data models and structures to support the evolving needs of DeFi analytics, simulations, methodologies and research development.
4. Testing: Design and run controlled experiments to measure strategy performance, including profit/loss analysis, maximum drawdowns, and stress testing.
5. Security/Risk Monitoring: Work as part of team to configure security monitoring and response software, such as Hypernative, to provide real-time monitoring, automated trade execution and create dashboards and alerts to track market changes, protocol updates, and smart contract events.
6. Diligence: Evaluate prospective investments through financial analysis, market research, product reviews, competitive analysis, competitor checks and other primary research.
7. Research: Write clear research documentation explaining strategy assumptions, trade-offs, and risk management approaches. Contribute towards public research and client strategy memos.

About You

1. Over 4 years of industry experience, with a Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related quantitative field.
2. Statistical and mathematical knowledge including probability, statistics, optimization, and time-series analysis.
3. 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.
4. Familiarity with decentralized finance protocols including lending platforms, decentralized exchanges (DEXs), automated market makers (AMMs), and perpetual futures.
5. Understanding of vault management, yield farming strategies, or cross-chain execution, oracle pricing, liquid staking/re-staking and tokenisation of Real-World Assets.
6. Ability to program in Python (experience with SQL, TypeScript, or Rust is a plus) with solid foundation in algorithms and data structures.
7. Strong communication skills and ability to collaborate effectively in code reviews and strategy discussions.
8. Demonstrable personal interest or knowledge of blockchain and the crypto space.
9. High-energy, strong intellectual horsepower and perpetually curious.
10. Exceptional attention to detail, organization and planning.
11. 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
• Quantitative and Qualitative Analysis
• Profitability Strategies

Other Benefits

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