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ChainML · 4 months ago

Senior Quant - DeFi

United States

Full-time

Remote

Senior Level

ChainML is a leading company in AI-driven decentralized finance, focusing on integrating AI with blockchain technology. They are seeking a Senior Quant - DeFi to design, test, and deploy production-grade DeFi strategies while leading the research team and collaborating closely with engineering to implement effective financial models.

Artificial Intelligence (AI)BlockchainInformation TechnologyMachine LearningWeb3

Responsibilities

Alpha discovery

Maintain a hypothesis pipeline across LP/CLMM, perps/options, basis/funding, lending/borrowing, yield curves (LST/LRT, Pendle-style), and cross-venue/cross-chain flows

Empirical validation

Build and run robust backtests and event-driven sims (tx/log level when needed)

Define objective functions (PnL in ETH/USD, Sharpe/Sortino, max DD), capacity, and sensitivity analyses

Specification & implementation

Write execution-ready strategy specs: signals, state, parameter bounds, entry/exit, rebalancing/hedging cadence, fail-safes, kill/scale rules

Prototype and implement production code

Partner closely with other researchers and engineers through paper → shadow → prod, staying hands-on in validation and tuning

Risk & controls

Set inventory/leverage limits, liquidity/impact budgets, borrow/funding constraints; encode oracle/MEV/latency checks and circuit breakers

Monitoring & attribution

Define real-time and post-trade dashboards (fees vs. inventory vs. hedge P&L, slippage, borrow/funding, anomaly alerts)

Establish crisp go/hold/kill thresholds

AI-agent integration

Express strategies as agent policies/reward functions; contribute datasets, offline evals, and capital-at-risk ramp plans

Market intelligence

Track L2/rollup microstructure, intent layers, new primitives, venue/liquidity migrations

Cultivate protocol/MM/data-provider relationships for early access

Documentation & comms

Produce clear research memos, runbooks, and postmortems; present results to product, risk, and leadership

Qualification

DeFi P&L attributionOn-chain microstructureEmpirical research skillsPython + SQLRisk managementExecution-ready specsSolidity literacyAgent evaluation loopsMEV-aware executionCross-marginingVault frameworksDocumentation skills

Required

Proven, verifiable DeFi P&L (e.g., CLMM LP with hedging, basis/funding, structured yield) with transparent attribution

Deep understanding of on-chain microstructure: AMMs (Uniswap v3/CLMM math), routing/MEV, oracles, gas/latency, L2 nuances

Strong empirical research skills: clean experiment design, skeptical inference, robustness checks, and ablations

Hands-on with Python + SQL for implementing strategies, backtests and data analysis; able to work with EVM logs/events and data from sources like The Graph, Dune, BigQuery or self-hosted archives

Practical risk mindset: position sizing, drawdown/tail-risk control, borrow/funding management, execution slippage/impact awareness

Ability to write concise, execution-ready specs and collaborate tightly with engineers who will implement and operate

Read-level Solidity literacy (to assess contracts, oracles, upgrade patterns); no heavy smart-contract dev required