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GauntletGauntletNew York, NY

Quant Developer

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).
  • Strong Python and solid software-engineering fundamentals: testing, code review, durable abstractions.
  • Applied quantitative skills: optimization, statistics, simulation; validate models against real data.
  • Comfort with data infrastructure: SQL and building/consuming data pipelines.
  • Production ownership: debugged live systems under pressure; strategies managing other people's money must be correct, monitored, recoverable.
  • Clear technical communication.

Bonus points

  • Hands-on DeFi experience: lending protocols, ERC-4626 vaults, AMMs, oracle systems.
  • Solidity / EVM literacy: reading contracts, forked-chain simulation (anvil), writing adapters; non-EVM (Solana) valued.
  • On-chain operational experience: multisig workflows, transaction submission, bridging.
  • TypeScript, modern data stack (BigQuery, Dagster, Hex, GCP/Kubernetes).
  • Experience with risk modeling for volatile assets: VaR, liquidation modeling, stress testing.

Who thrives here

  • Wants end-to-end ownership — research, code, deployment, and on-call.
  • Comfortable with 24/7 crypto markets and on-call rotation.
  • Operates well in ambiguity; can scope and deliver designs quickly.
  • Holds and voices genuine risk views.
  • Pragmatic about shipping with rigor and safety.
  • Curious about digital assets and DeFi.

Benefits & perks

  • Remote first — work from anywhere in the US & Canada.
  • Regular in-person company retreats and cross-country "office visit" perk.
  • 100% paid medical, dental, and vision premiums.
  • $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.

Skills

PythonSQLsolidityTypeScriptBigQueryKubernetesGCPvardefievm

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