Quant Developer

Job description

You will design, build, and operate the strategies behind one of the largest asset managers in onchain finance. Gauntlet serves $1.5B+ in client TVL, and the vaults that hold it run on strategies that quant developers on our team build, ship, and stand behind. This is not a research seat where models get handed off to someone else's pipeline — you design the strategy, write the code, deploy it, and own it in production. If you want your models allocating real capital onchain within weeks of joining, read on. ### **About Gauntlet** Gauntlet builds the financial systems of the future. While much of onchain finance is focused on point solutions, we operate across the entire stack to offer best-in-class vault products. Today we serve over $1.5B in client TVL across some of the largest fintechs/neobanks, protocols, exchanges, and capital allocators in crypto — and, increasingly, traditional asset management. Our team brings together traditional finance and crypto-native expertise to deliver durable, sophisticated products for institutional clients moving onchain. ### **The role** Depending on your background and interests, you'll join one of our vault strategy teams. Our strategies span lending and credit curation, cross-chain yield aggregation, structured products, RWAs, and more. Teams own the full strategy lifecycle: research and protocol due diligence, strategy design and backtesting, allocation and rebalancing engines, onchain execution and optimization, and 24/7 monitoring of live positions. You own strategies end-to-end and are accountable for their performance, safety, and uptime. ### 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 we haven't built yet. - **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 that pulls positions when conditions deteriorate. - **Integrate new protocols and chains:** build and validate adapters for lending markets, DEX aggregators, and bridges; verify strategy behavior against forked-chain simulation before capital touches it. - **Monitor what you build:** extend our risk-monitoring and alerting systems, define the conditions that page someone, and participate in the on-call rotation for the strategies you own. - **Support launches and clients:** partner with growth, capital markets, and client teams on new vault and strategy launches. ### What you bring; - **A track record of building quantitative systems that run in production** — algorithmic trading, portfolio optimization, market making, or risk systems at a trading firm, asset manager, fintech, or crypto-native company. This is often 2–8 years of experience, but we weight what you've built over years on a résumé. - **You write the code behind your strategies.** Strong Python and solid software-engineering fundamentals: testing, code review, and the judgment to build durable abstractions rather than one-off scripts. This is a hands-on, quantitative role — not a discretionary trading seat. - **Applied quantitative skills:** optimization, statistics, and simulation, and the instinct to validate models against real data before trusting them. - **Comfort with data infrastructure:** SQL and experience building or consuming data pipelines. - **Production ownership:** you've debugged live systems under pressure and understand that a strategy managing other people's money has to be correct, monitored, and recoverable. - Clear technical communication. ### Bonus points - **Hands-on DeFi experience:** lending protocols, ERC-4626 vaults, AMMs, or oracle systems — as a builder or a sophisticated user. - **Solidity / EVM literacy:** reading protocol contracts, forked-chain simulation (anvil), or writing adapters; non-EVM experience (e.g., Solana) also valued. - **On-chain operational experience:** multisig workflows, transaction submission and signing infrastructure, bridging. - **TypeScript,** and familiarity with a modern data stack (e.g., BigQuery, Dagster, Hex, GCP/Kubernetes). - **Experience with risk modeling for volatile or thinly-traded assets:** VaR, liquidation modeling, stress testing. ### Who thrives here; - **Wants end-to-end ownership** — research, code, deployment, and the pager — not a hand-off between research and engineering. - **Comfortable that crypto markets don't close.** Strategy owners take on-call seriously, and the occasional market-event night is part of the job; we staff and rotate to keep it sustainable. - **Operates well in ambiguity:** can take "we should have a strategy for X" and return a scoped design, not a list of questions — and is comfortable in a fast-moving space where priorities and team structure evolve. - **Holds a genuine risk view and voices it** — including "we shouldn't do this" when the analysis says so. - **Pragmatic about shipping:** balances rigor against client timelines without cutting corners on safety. - **Naturally curious about digital assets and DeFi.** Deep crypto experience is not required — curiosity and strong quant fundamentals are. ### 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 for employees - $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