Quant Developer designing, implementing, deploying, and owning production vault strategies for onchain finance at Gauntlet. Full ownership of quantitative systems from research through live operation, risk management, and on-call monitoring. Requires production quant systems experience, strong Python, and applied statistics/optimization skills.
Salary not listed
Remote2+ YOEML Engineering
About the role
What you'll do
Design and ship vault strategies: take a strategy from thesis and design doc through implementation, simulation, deployment, and live operation — RWAs, leveraged lending, yield aggregation, cross-protocol allocation, perpetuals, prediction markets, and new product types.
Optimize strategies: signals research, execution optimization, gas-aware rebalancing across tokens and chains, liquidity and duration management.
Run protocol and asset due diligence: evaluate new protocols, collateral assets, and chains for inclusion in strategies — solvency mechanics, oracle design, redemption paths, liquidity depth, and more.
Own risk parameters: supply caps, LLTV settings, concentration limits, VaR-based exposure models, and automated de-risking logic.
Integrate new protocols and chains: build and validate adapters for lending markets, DEX aggregators, and bridges; verify strategy behavior against forked-chain simulation.
Monitor what you build: extend our risk-monitoring and alerting systems, define paging conditions, and participate in the on-call rotation.
Support launches and clients: partner with growth, capital markets, and client teams on new vault and strategy launches.
What you bring
Track record of building quantitative systems that run in production (algorithmic trading, portfolio optimization, market making, or risk systems).
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