Quantitative Trading Analyst
$150,000–$175,000 year
On-sitePorto, Porto, Portugal
Job Summary
Architect and backtest core protocol parameters, including maintenance margins, liquidation thresholds, and insurance fund models for diverse asset classes. Optimize mathematical models for funding rates, open interest caps, and AMM logic to minimize toxic arbitrage and ensure market balance. Build stochastic simulations to test protocol solvency against extreme volatility and black swan events. Analyze post-trade data to detect inefficiencies in oracle or margining systems and engineer quantitative solutions. Adapt traditional derivative pricing models into gas-efficient logic suitable for on-chain execution. This role bridges Traditional Finance derivatives and DeFi market structures to secure the protocol's risk engine. Ideal for candidates with advanced backgrounds in Mathematics, Statistics, or Financial Engineering and proficiency in Python, SQL, and DeFi primitives. Based in Portugal or Europe (Hybrid remote).
Required Qualifications
- Advanced background in Mathematics, Statistics, or Financial Engineering
- Strong proficiency in Python (pandas, numpy, scipy)
- Deep understanding of both Traditional Finance derivatives (Futures pricing, options theory) AND DeFi primitives (AMMs, Perpetual DEXs)
- Proven track record of building or auditing risk engines, margin models, or liquidation systems in HFT or DeFi
- In-depth knowledge of the economics between liquidity providers and takers, including the relationship between inventory risk, spreads, volatility, and credit
- Experience using SQL for complex data querying
- Ideally based in Portugal, or in Europe (Hybrid remote)
Desired Qualifications
- Experience with RWA markets (Commodities, FX) and their specific volatility characteristics
- Understanding of smart contract constraints (Solidity/EVM) to ensure your mathematical models are implementable on-chain
- Experience engaging with on-chain oracles (Chainlink, Pyth) and understanding latency risks
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