Quantitative Research Graduate — Risk Modelling

Responsibilities: - Develop simulation frameworks to stress test onchain strategies under adverse conditions such as depegs, oracle failures, liquidity crunches, and cascading liquidations. - Model concentration risk, counterparty exposure, and correlation dynamics across the portfolio. - Analyze historical onchain data to validate risk assumptions and calibrate model parameters. - Produce quantitative risk reports to guide vault construction and rebalancing decisions. - Model and backtest a basket of AMM positions including LP construction, fee optimization, impermanent loss dynamics, and rebalancing strategies across concentrated and full-range liquidity. - Work directly with live protocols including Morpho, Gearbox, Aave, Uniswap, and Balancer, handling real capital. Requirements: - Bachelor's degree in economics & finance, natural sciences, mathematics/statistics, or another quantitative discipline. - Analytical and research-minded self-starter; programming experience with Python, NumPy, SciPy, and pandas is a plus. - Ability to translate complex systems into tractable models and reason about model breakdowns. - Comfortable with probability, stochastic processes, and statistical inference. - Knowledge of financial instruments such as options and perpetual trading. - Interest in DeFi and onchain markets; familiarity with AMM mechanics (Uniswap v3/v4, concentrated liquidity) is highly desirable. - Prior DeFi exposure is not mandatory if the candidate has a strong quantitative foundation. Stack: Python, NumPy, SciPy, pandas, Morpho, Gearbox, Aave, Uniswap, Balancer, AMM mechanics (Uniswap v3/v4)