Quantitative Software Engineer at Gauntlet

About Gauntlet

Gauntlet is the industry leader in quantitative research and the optimization of DeFi (Decentralized Finance) economics. We manage market risk, optimize growth, and safeguard the economic health of protocols that facilitate most of the spot trading, borrowing, and lending activity across DeFi.

Our team builds institutional-grade vaults that deliver risk-adjusted on-chain yields at scale, designed by some of the most rigorous quantitative minds in crypto. As of April 2025, Gauntlet manages risk and incentives covering over $42 billion in total value locked (TVL).

Beyond product, Gauntlet is known for its academic-level research, often cited by universities and DeFi projects alike. We publish peer-reviewed papers, drive open-source innovation, and maintain one of the most respected reputations in the DeFi space.

We’re a Series B company with about 75 employees, operating as a remote-first organization with a home base in New York City.

Our mission is simple: advance the financial systems of the future through research-driven innovation, safe mechanism design, and smart contract development that pushes decentralized finance forward.

About the Role

We’re looking for highly skilled and motivated Quantitative Software Engineers to join our growing team. This is a hands-on, intellectually demanding role that blends quantitative modeling, data engineering, and DeFi risk optimization.

You’ll work on designing, simulating, and deploying systems that manage risk and optimize performance for some of the largest DeFi protocols in the world. You’ll also help shape the data infrastructure and analytics pipelines that power our risk models and simulations.

This role is ideal for someone who thrives in fast-paced, research-oriented environments and enjoys solving complex financial problems with code.

Key Responsibilities

• Design and implement strategies that manage risk and optimize DeFi protocols using quantitative models, simulations, and machine learning.

• Develop analytical tools and recommendation engines to drive measurable impact for protocol partners.

• Build and maintain data pipelines for protocol integrations, collaborating with cross-functional teams to define requirements and outcomes.

• Architect scalable data models that support analytics, simulation, and research workflows.

• Contribute to the evolution of Gauntlet’s core modeling platform to ensure world-class accuracy and performance.

• Stay on top of industry trends, technologies, and innovations in both software engineering and DeFi.

• Optimize Aera Guardian logic to enhance capital efficiency, risk-adjusted yields, and trade execution quality.

• Partner closely with internal research and external protocol teams to deploy models into live systems.

Qualifications

• Minimum 4 years of hands-on experience trading or analyzing financial markets (crypto or traditional).

• Proven ability to develop quantitative or statistical models for financial applications.

• Strong knowledge of Python and SQL, with solid software engineering fundamentals.

• Familiarity with blockchain and DeFi protocols, or strong motivation to learn quickly.

• Experience with workflow orchestration (Dagster, Airflow) and distributed processing frameworks (Spark).

• Excellent understanding of statistical modeling, machine learning, and optimization algorithms.

• Experience using NumPy/SciPy, Pandas, and other scientific computing libraries.

• Analytical thinker who can rapidly absorb new concepts, solve problems creatively, and work under minimal supervision.

• Strong communicator with the ability to collaborate effectively across a distributed team.

Bonus Points

• Master’s or Ph.D. in Mathematics, Computer Science, Economics, Physics, or another quantitative discipline.

• Prior experience contributing to DeFi research or financial risk frameworks.

• Track record of building production-grade simulation or trading systems.

• Passion for deep research, mechanism design, and improving financial infrastructure through data.

Benefits & Perks

• Remote-first: work from anywhere in the U.S. or Canada.

• Competitive compensation with potential for incentive-based bonuses.

• Regular in-person company retreats and “office visit” travel perks.

• 100% paid medical, dental, and vision premiums for employees.

• $1,000 home-office stipend upon joining + $100/month wellness reimbursement.

• Monthly internet and phone reimbursement.

• Unlimited paid vacation and 12 weeks fully paid parental leave.

• Fertility and family-planning benefits.

• Laptop provided upon onboarding.

Please note: At this time, hiring is limited to candidates eligible to work in the United States or Canada.