Blue Coast CP LTD · 4 days ago
Defi Quantitative Engineer
United States
Full-time
Remote
Senior LevelBlue Coast is focused on engaging in alpha generation and strategy prototyping in the DeFi sector. The ideal candidate will independently manage the entire strategy lifecycle, from statistical analysis to prototyping MVP strategies.
Financial Services
Responsibilities
Extract and transform a variety of on-chain and off-chain data sources including historical centralized exchange feeds, EVM data (ETL databases, direct node queries, smart contract logs, etc.)
Understands traditional financial technical concepts (order book reconstruction, quotes, order types, matching engine dynamics)
Understands DEX primitives including Uniswap V2, V3, and Curve pricing functions. Must be able to extract and transform low level Solidity data representations and produce optimized off-chain reconstruction of relevant DEXs
Understands blockchain systems including variations in consensus, and node client software across a variety of EVM chains (Ethereum, Arbitrum, Avalanche, Polygon, etc.)
Be able to setup and configure client node software for a variety of use cases
Produce statistical analyses of trends across a wide spectrum of data sources
Possess a rigorous understanding of basic probability theory and statistical methods and best practices
Possesses a nuanced understanding of MEV dynamics across various ecosystems
Atomic arbitrage execution path
Atomic liquidation execution path
Long-tail MEV
Statistical arbitrage (including CEX, DEX)
Flashbots, block builder integrations, MEV priority fee strategy
Latency optimization techniques for chains without a Flashbots-like ecosystem
Order-flow auctions/bidding
Be able to generate statistically significant analysis of various trends
Price movements of various on-chain and off-chain financial instruments
Discrete analysis of competitors and other sophisticated actors
Reverse engineering on-chain actors’ strategy triggers
Fluent in Solidity, and the EVM compilation toolchain
Fluent in Rust and Python
Qualification
Required
Independently engage in alpha generation and strategy prototyping through the entire strategy lifecycle from initial statistical analysis to prototyping an MVP strategy
Extract and transform a variety of on-chain and off-chain data sources including historical centralized exchange feeds, EVM data (ETL databases, direct node queries, smart contract logs, etc.)
Understands traditional financial technical concepts (order book reconstruction, quotes, order types, matching engine dynamics)
Understands DEX primitives including Uniswap V2, V3, and Curve pricing functions. Must be able to extract and transform low level Solidity data representations and produce optimized off-chain reconstruction of relevant DEXs
Understands blockchain systems including variations in consensus, and node client software across a variety of EVM chains (Ethereum, Arbitrum, Avalanche, Polygon, etc.)
Be able to setup and configure client node software for a variety of use cases
Produce statistical analyses of trends across a wide spectrum of data sources
Possess a rigorous understanding of basic probability theory and statistical methods and best practices
Possesses a nuanced understanding of MEV dynamics across various ecosystems
Be able to generate statistically significant analysis of various trends
Fluent in Solidity, and the EVM compilation toolchain
Fluent in Rust and Python
In-depth Market Understanding: The candidate must possess a comprehensive understanding of DeFi markets, including trends, emerging platforms, key players, and regulatory environments
Strategy Development: The candidate should be able to conceptualize and develop innovative trading strategies based on qualitative and quantitative factors
Risk Management: The candidate must have a strong understanding of risk management principles and the ability to apply them in the context of DeFi and quantitative trading
Company
Blue Coast CP LTD
Blue Coast partners with elite quantitative trading firms through institutional capital raising and talent acquisition, while also deploying proprietary capital into select systematic strategies.
Founded in 2023
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase