What are the responsibilities and job description for the Quantitative Software Engineer position at Gauntlet?
Gauntlet leads the field in quantitative research and optimization of DeFi economics. We manage market risk, optimize growth, and ensure economic safety for protocols facilitating most spot trading, borrowing, and lending activity across all of DeFi, protecting and optimizing the largest protocols and networks in the industry. As of January 2025, Gauntlet manages risk and incentives covering over $35 billion in customer TVL.
Gauntlet continually publishes cutting-edge research that informs our risk models, alerts, and analysis, and is among the most cited institution — including academic institutions — in terms of peer-reviewed papers addressing DeFi as a subject. We’re a Series B company with around 75 employees, operating remote-first with a home base in 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 highly skilled and motivated Quantitative Software Engineers to join our team. The ideal candidate possesses strong statistical and engineering skills, a passion for problem-solving, and the ability to work effectively in a fast-paced and collaborative environment.
About Aera
Aera is a non-custodial, autonomous, on-chain asset management protocol that Gauntlet helped develop. Currently, Aera is focused on providing customizable, optimized treasury management solutions for DAOs. Gauntlet acts as the guardian for several core Aera strategies.
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.
- Optimize Aera guardian logic to improve risk-adjusted yields, trade execution quality, and capital efficiency of strategies such as Protocol-Owned Liquidity for Aera Vaults.
- Collaborate with other cross-functional teams, including internal and external teams, to develop new features for Aera and Gauntlet’s Protocol Optimization business.
- Stay current with the latest industry trends, market risk vectors, and market conditions to ensure that Aera strategies stay on the cutting edge of crypto and DeFi innovation.
Qualifications
Bonus Points
Benefits and Perks
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
Salary : $160,000 - $200,000
