DeFi Quant Researcher Job Description Template

The DeFi quant researcher studies on chain markets and builds strategies around them, working with data that is fully public but structurally different from anything in traditional finance. The opportunity set spans liquidity provision, arbitrage, funding and MEV, and the constraints are unusual: transaction costs are lumpy, execution is adversarial and the mechanics of a protocol can change by governance vote.

Typical Duties and Responsibilities

• Research systematic strategies across decentralised markets
• Build data pipelines from on chain sources and exchange APIs
• Model automated market maker behavior and impermanent loss
• Analyze funding rates, basis and cross venue pricing relationships
• Study MEV, transaction ordering and their effect on execution
• Backtest strategies with realistic gas and slippage assumptions
• Model protocol incentives and reward mechanics
• Monitor live strategy performance and protocol parameter changes
• Assess smart contract and protocol risk for any strategy that deposits funds
• Document research and present it for review

Education

• Master’s or PhD in a quantitative discipline, or equivalent demonstrated ability

Required Skills and Experience

• 2+ years of quantitative research, with meaningful crypto experience
• Strong statistics and time series analysis
• Proficiency with Python and experience querying on chain data
• Understanding of AMM mathematics and liquidity provision economics
• Realistic modeling of gas costs and execution in adversarial conditions
• Awareness of smart contract risk as a component of strategy risk
• Ability to work with messy, evolving data sources
• Reproducible research practice

Preferred Qualifications

• Experience with MEV or on chain arbitrage
• Familiarity with Dune, subgraphs or node level data extraction