Quantitative Software Engineer: Gauntlet

Gauntlet logoGauntlet

Nov 19

Gauntlet is a leader in quantitative research and DeFi economics optimization, specializing in risk management, growth facilitation, and ensuring the economic robustness of key DeFi protocols. Managing over $13 billion in customer TVL as of January 2024, our efforts are vital to the industry's leading protocols.We are known for our significant research contributions, which parallel the impact of top academic institutions in DeFi. As a Series B company with a 60-member team, we operate primarily remotely from New York City.Our mission is to drive adoption and understanding in the financial systems of the future. The unique challenges of decentralized systems call for innovative approaches in mechanism design, smart contract development, and financial product utilization. Gauntlet leads in advancing this knowledge, ensuring safe progression through the evolving landscape of financial innovation.We are seeking a highly skilled and motivated Quantitative Software Engineers to join our team. The ideal candidate is one who possesses strong statistical and engineering skills, has a passion for problem-solving, and be able to work effectively in a fast-paced and collaborative environment.About Applied ResearchThe Applied Research team helps accelerate DeFi ecosystem growth and safety with software, machine learning, and advanced analytics to help organizations optimize their protocols.About AeraAera is a non-custodial, autonomous, on-chain asset management protocol that Gauntlet helped develop. Currently, Aera is focused on providing customizable, optimized treasury management solutions for DAOs. Gauntlet acts as the guardian for several core Aera strategies.

Responsibilities

    • Designing and implementing strategies for managing risk and optimizing DeFi protocols using quantitative models, simulations, and machine learning.
    • Develop tools and engines for parameter recommendations and drive impact to protocols.
    • Own the whole lifecycle of protocol integrations, including building data pipelines, working closely with cross-functional teams to define the data requirements and product offering.
    • Architect and refine data models and structures to support the evolving needs of DeFi analytics, simulations, methodologies and research development.
    • Contribute to making our core modeling platform world-class.
    • Maintain up-to-date knowledge of the latest industry trends, technologies, and techniques in software engineering.
    • Optimize Aera guardian logic to improve risk-adjusted yields, trade execution quality, and capital efficiency of strategies such as Protocol-Owned Liquidity for Aera Vaults.
    • Collaborate with other cross-functional teams, including internal and external teams, to develop new features for Aera and Gauntlet’s Protocol Optimization business.
    • Stay current with the latest industry trends, market risk vectors, and market conditions to ensure that Aera strategies stay on the cutting edge of crypto and DeFi innovation.

Qualifications

    • Minimum 4 years of direct hands-on experience trading or analyzing financial markets (crypto or traditional) professionally.
    • Experience developing statistical or quantitative models for financial markets.
    • Understanding of blockchain and DeFi protocols, concepts, and best practices (or a strong desire to learn).
    • Proficient at writing code in Python and SQL with a solid understanding of software engineering principles.
    • Knowledge of workflow orchestration (e.g., Dagster, Airflow) and distributed data processing technologies (Spark).
    • Excellent understanding of statistical modeling, machine learning, and optimization algorithms.
    • Experience with scientific computing packages such as Numpy/Scipy, Pandas, etc.
    • Ability to quickly internalize abstract concepts in new domains, coupled with strong problem-solving skills and attention to detail.
    • Ability to work independently and within a team, manage multiple projects, and meet deadlines.
    • Strong communication skills and the ability to work collaboratively in a distributed team environment.

Bonus Points

    • Contribute to the forefront of DeFi economic understanding and optimization.
    • Work on projects that value deep research, quality, and practical outcomes.
    • Collaborate with a team committed to defining future financial systems.
    • Master’s or Ph.D. in Quantitative fields like Mathematics, Economics, Computer Science, Physics, or similar fields is a plus.

Benefits and Perks

    • Remote first - work from anywhere in the US & CAN!
    • Regular in-person company retreats and cross-country "office visit" perk
    • 100% paid medical, dental and vision premiums for employees
    • Laptop, monitor, keyboard and mouse setup provided
    • $1,000 WFH stipend
    • Monthly reimbursement for home internet, phone, and cellular data
    • Unlimited vacation
    • 100% paid parental leave of 12 weeks
    • Fertility benefits
    • Opportunity for incentive compensation
Please note at this time our hiring is reserved for potential employees who are able to work within the contiguous United States and Canada. Should you need alternative accommodations, please note that in your application.The national pay range for this role is $160,000 - $200,000 base plus additional On Target Earnings potential by level and equity in the company. Our salary ranges are based on paying competitively for a company of our size and industry, and are one part of many compensation, benefits and other reward opportunities we provide. Individual pay rate decisions are based on a number of factors, including qualifications for the role, experience level, skill set, and balancing internal equity relative to peers at the company.  #LI-Remote

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