Gondor · 12 hours ago
Quantitative Analyst
United States
Full-time
Remote
Mid, Senior Level
$180K/yr - $220K/yr
3+ years expGondor is a DeFi layer for prediction markets, aiming to create financial infrastructure for institutions and advanced traders. The Quantitative Analyst will be responsible for designing the liquidation engine and developing mathematical models to enhance capital efficiency in prediction markets.
Financial Services
Hiring Manager
Arsenii Iatskar
Responsibilities
Design liquidation engine for Polymarket collateral. Define LLTV, partial-liquidation logic, liquidation penalties, keeper/auction flows, and circuit breakers
Design pricing & oracles for illiquid Polymarket assets. Define robust mark price, slippage & spread haircuts, and time-to-resolution adjustments
Model cross-margin, netting rules across markets/outcomes, correlation haircuts, concentration & exposure caps per event/category
Run simulations on historical Polymarket order books; extreme-VaR/ES; parameter tuning for insolvency vs utilization
Qualification
Required
Design liquidation engine for Polymarket collateral. Define LLTV, partial-liquidation logic, liquidation penalties, keeper/auction flows, and circuit breakers
Design pricing & oracles for illiquid Polymarket assets. Define robust mark price, slippage & spread haircuts, and time-to-resolution adjustments
Model cross-margin, netting rules across markets/outcomes, correlation haircuts, concentration & exposure caps per event/category
Run simulations on historical Polymarket order books; extreme-VaR/ES; parameter tuning for insolvency vs utilization
Preferred
3–10+ years in quant risk / options pricing / margin systems (TradFi or crypto)
MSc or PhD degree in a quant subject preferred
Experience with pricing binary options, insurance, perps/margin, or DeFi/NFT lending risk
Built or significantly contributed to a liquidation or margin engine at a CEX/DEX/lending protocol
Strong Python for simulation/backtesting; comfort with TypeScript
Deep understanding of order-book microstructure, slippage, and pricing under illiquidity
Benefits
Competitive pay and equity
Work with an elite founding team
Be very early in an exponentially scaling industry
Company
Gondor
2-10 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase