DeFi Quant Researcher

This position is listed on behalf of a partner company, who manages all applications and next steps. Our partner is looking for a DeFi Quant Researcher based in India.

This role offers the opportunity to research and develop systematic trading strategies specifically for decentralized finance markets.

You will investigate on-chain mechanics and market structure to uncover measurable, repeatable sources of alpha.

Your work will span DeFi protocols including automated market makers, lending markets, perpetuals, yield vaults, and cross-chain venues.

You will combine mathematical rigor, statistical research, and strong programming skills to turn raw blockchain data into actionable strategies.

The role provides end-to-end ownership, from hypothesis generation and backtesting through deployment, monitoring, and iteration.

You will work closely with portfolio managers and engineers in a highly technical, research-driven environment where ideas can move quickly into live capital.

This opportunity is particularly suited to a self-directed researcher with deep DeFi knowledge and a strong interest in systematic on-chain trading.

Accountabilities

• Research and develop systematic trading strategies across decentralized finance protocols, including AMMs, lending markets, perpetuals, yield vaults, and cross-chain trading venues.
• Identify and validate alpha signals using on-chain data such as liquidity movements, wallet behavior, MEV activity, funding rates, and protocol-level incentives.
• Analyze smart contract mechanics, protocol architecture, tokenomics, and market structures to identify structural and exploitable trading opportunities.
• Build rigorous backtests and simulations that accurately account for DeFi-specific factors including gas costs, slippage, block timing, execution constraints, and data availability.
• Develop research pipelines and analytical tooling using on-chain data sources, raw blockchain data, and relevant decentralized data platforms.
• Collaborate with engineering teams to translate validated research into production-ready strategies and deploy them against live capital.
• Monitor live strategy performance, investigate deviations from expected results, and iterate rapidly based on market behavior and empirical evidence.
• Contribute to shared quantitative research infrastructure, data pipelines, experimentation frameworks, and on-chain analytics capabilities.
• Maintain high research standards by actively testing for lookahead bias, data leakage, overfitting, survivorship bias, and other methodological weaknesses.

Requirements

• Strong mathematical, scientific, or quantitative background, ideally demonstrated through a degree or postgraduate education in mathematics, physics, computer science, statistics, or a comparable discipline.
• Deep, hands-on familiarity with DeFi protocols and on-chain market structure, supported by meaningful practical experience rather than purely theoretical knowledge.
• Proven experience working with on-chain data sources such as The Graph, Dune, blockchain node data, or comparable datasets and building research workflows around them.
• Strong Python programming skills for quantitative research, data analysis, simulation, and strategy development.
• Familiarity with Solidity, smart contract development, or smart contract auditing is a plus.
• Strong statistical rigor and a disciplined approach to validating quantitative hypotheses, particularly around data leakage, lookahead bias, overfitting, and execution assumptions.
• Ability to independently own research from idea generation through validation, implementation, and ongoing evaluation.
• For junior candidates, strong evidence of research capability through relevant projects, open-source contributions, competitive programming, Kaggle work, or on-chain trading experiments.
• For senior candidates, a demonstrable and attributable track record in DeFi, blockchain markets, or systematic on-chain trading is highly valuable.
• Strong analytical thinking, curiosity, attention to detail, and the ability to operate effectively in a fast-moving research environment.
• Willingness to work across Asia or US time zones to support live market coverage and rapid strategy iteration.

Benefits

• Opportunity to work on systematic trading strategies at the intersection of quantitative finance and decentralized markets.
• End-to-end ownership of research, from developing hypotheses and signals to backtesting, deployment, and live performance monitoring.
• Direct collaboration with experienced portfolio managers, quantitative researchers, and engineering teams.
• Exposure to a broad range of DeFi protocols, on-chain datasets, market structures, and emerging trading opportunities.
• Opportunity to develop strategies that can progress from research concepts to deployment with live capital.
• Access to shared research infrastructure, on-chain data pipelines, and specialized quantitative tooling.
• Highly technical, research-first environment that values independent thinking, rigor, and high-agency execution.
• Rolling start and international working environment with opportunities across global markets and time zones.