Full-Time

Quantitative Software Engineer: Applied Research

Updated on 5/15/2024

Gauntlet Networks

51-200 employees

Quantitative optimization for DeFi protocols

Data & Analytics

Senior, Expert

San Francisco, CA, USA + 2 more

Required Skills

Python

Airflow

Data Structures & Algorithms

Apache Spark

SQL

Pandas

NumPy

Data Analysis

Requirements

5+ years of professional engineering experience, preferably within the financial services and quant trading
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

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

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, paralleling the impact of top academic institutions in DeFi. As a Series B company with a 60-member team, we operate on a remote-first basis 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 Engineer 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.

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.

Qualifications

5+ years of professional engineering experience, preferably within the financial services and quant trading.
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

Experience working in the crypto industry is a plus.
Enthusiasm for the space, especially DeFi, is very much desired.
Master’s or Ph.D. in Quantitative fields like Mathematics, Economics, Computer Science, Physics, or similar fields is a plus.
Smart contract development experience (e.g. Solidity)
Published or presented research in the space

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

Gauntlet Networks

View

Website

View Company Profile

Gauntlet stands out as an enticing workplace for professionals in the DeFi and quantitative finance sectors. This company excels in utilizing advanced data modeling and quantitative finance techniques to optimize DeFi protocols and ecosystems, helping them achieve sustainable growth and reduced insolvency risks. Their dedicated focus on simulating risk parameters and optimizing incentive programs makes them a leader in efficiently advancing the usage and liquidity of decentralized finance.

Company Stage

Series B

Total Funding

$44.8M

Headquarters

New York, New York

Founded

2018

Growth & Insights

Headcount

6 month growth

↑ 0%

1 year growth

↑ 8%

2 year growth

↑ 8%

Benefits

Remote first

Regular in-person company retreats & cross-country "office visit" perk

Medical, dental & vision premiums

Laptop, monitor, keyboard & mouse setup provided

$1,000 WFH stipend upon joining

$100 per month reimbursement for fitness-related expenses

Monthly reimbursement for home internet, phone, & cellular data

Unlimited vacation

100% paid parental leave of 12 weeks

Fertility benefits

Opportunity for incentive compensation