Gauntlet is looking to solve pressing challenges in decentralized finance (DeFi) risk, optimization, and protocol design by developing institutional-grade vaults that deliver risk-adjusted DeFi yields at scale, powered by automated risk models and off-chain intelligence.
Requirements
- Strong programming abilities in Python (experience with SQL, TypeScript, or Rust is a plus) with solid foundation in algorithms and data structures
- Statistical and mathematical knowledge including probability, statistics, optimization, and time-series analysis
- Understanding of financial risk concepts such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), portfolio optimization, leverage mechanics, and automated market maker (AMM) mathematics
- Academic or personal projects involving numerical methods, risk modeling, or quantitative strategy research
- Familiarity with decentralized finance protocols including lending platforms, decentralized exchanges (DEXs), automated market makers (AMMs), and perpetual futures
- Understanding of vault management, yield farming strategies, or cross-chain execution
- Experience with real-world asset (RWA) tokenization or liquid staking/restaking protocols
Responsibilities
- Transform mathematical models into production code that powers live trading strategies
- Build and optimize vault strategies across multiple asset types (stablecoins, ETH/BTC, restaking tokens, real-world assets)
- Conduct comprehensive risk assessment using statistical methods to evaluate liquidity risk, token depeg scenarios, insolvency risk, and interest rate exposure
- Design and run controlled experiments to measure strategy performance, including profit/loss analysis, maximum drawdowns, and stress testing
- Build data pipelines for strategy simulation, real-time monitoring, and automated trade execution
- Create monitoring systems with dashboards and alerts to track market changes, protocol updates, and smart contract events
- Develop allocation recommendations with appropriate risk guardrails and rebalancing triggers
Other
- Currently pursuing Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related quantitative field with expected 2026 graduation date
- Strong communication skills and ability to collaborate effectively in code reviews and strategy discussions
- Work on live strategies that manage institutional capital with real market impact
- Contribute to transparent, publicly visible vault strategies
- Learn from experienced engineers and quantitative researchers who deploy models in production
