Quant Research Engineer New Grad

Quant Research Engineer - New Grad

New York City / San Francisco / Los Angeles / Remote

Engineering / Full Time / Remote

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. We build institutional-grade vaults for decentralized finance, delivering risk‑adjusted onchain yields for capital igned by the most vigilant, quantitative minds in crypto and informed by years of research.

As of April 2025, Gauntlet manages $1.5B in vault TVL, and optimizes risk and incentives covering over $42 billion in customer TVL.

We continually publish cutting‑edge research that informs our risk models, alerts, and analysis, and is among the most cited institutions – including academic institutions – in terms of peer‑reviewed papers addressing DeFi as a subject. We’re a Series B company with 75 employees, operating remote‑first with a home base in New York City.

As a company, we build institutional‑grade vaults that deliver risk‑adjusted DeFi yields at scale, powered by automated risk models and off‑chain intelligence. Gauntlet curates strategies across Morpho, Drift, Symbiotic, Aera and more, with >$1B in vault TVL and a growing suite of Prime, Core and Frontier vaults.

Our mission is to drive adoption and understanding of the financial systems of the future. We operate with a trader’s discipline and a risk manager’s skepticism: size carefully, stress routinely, unwind decisively. The label equals the package equals the contents. No surprises, just predictable, reliable vaults.

The Gauntlet Emerging Talent Program is designed for new graduates who are eager to apply their quantitative and technical skills to the most pressing challenges in decentralized finance.

• Hands‑on experience solving high‑impact problems in DeFi risk, optimization, and protocol design
• Mentorship and training from leading researchers and engineers in crypto and quantitative finance
• Exposure to real‑world systems securing billions of dollars across the industry
• A clear growth path into roles in quantitative research, engineering, and data science.

• Transform mathematical models into production code that powers live trading strategies
• Build and optimize vault strategies across multiple asset types (stable coins, ETH/BTC, restaking tokens, real‑world assets)
• Conduct comprehensive risk assessment using statistical methods to evaluate liquidity risk, token depeg scenarios, insolvency risk, and interest rate exposure
• Design and run controlled experiments to measure strategy performance, including profit/loss analysis, maximum drawdowns, and stress testing
• Build data pipelines for strategy simulation, real‑time monitoring, and automated trade execution
• Create monitoring systems with dashboards and alerts to track market changes, protocol updates, and smart contract events
• Develop allocation recommendations with appropriate risk guardrails and rebalancing triggers
• Write clear research documentation explaining strategy assumptions, trade‑offs, and risk management approaches
• Collaborate on public research and internal strategy memos

• Currently pursuing Bachelor's or Master’s degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related quantitative field with expected 2026 graduation date
• Strong programming abilities in Python (experience with SQL, Type Script, or Rust is a plus)
• Solid foundation in algorithms and data structures
• Statistical and mathematical knowledge including probability, statistics, optimization, and time‑series analysis
• Understanding of financial risk concepts such as Value‑at‑Risk (VaR), Conditional Value‑at‑Risk (CVaR), portfolio optimization, leverage mechanics, and automated market maker (AMM) mathematics
• Strong communication skills and ability to collaborate effectively in code reviews and strategy discussions

• Academic or personal projects involving numerical methods, risk modeling, or…