Quantitative Jobs in Web3

Job Title: Quantitative Analyst Worksite: Jersey City, NJ 07302 Wage: $150,000 - $200,000 per year Job Description:  Formulate and apply modeling and other optimizing methods to develop and interpret information to improve the market and counterparty risk for the automated market making and trading business. 

Responsible for implementing and testing new models.  Collaborate with analytics team to develop and improve models for pricing, VaR, and stress testing.  Support pricing and risk management analytics, working closely with Risk, Trading, and Technology.  Deliver consistently on the full cycle of model development, implementation, validation, analysis, and model confirmation.  Support the development and implementation quantitative models with emphasis on risk management, reporting controls and transparency.  Enhance governance and controls by maintaining data pipeline to source and save live/historical data from different sources (exchanges and data platforms.  Build risk models, hedging tools and perp trading strategies on top of an in-house grouping methodology.  Collaborate with quant traders, developers and risk team.  Contribute to analyses required by internal and external stakeholders.

Qualifications:  Master’s degree in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, Physics, Computer Science, foreign equivalent or closely related field. One (1) year of experience in job offered, Model Validation Analyst or closely related trading/risk environment. Required skills:  Position requires one (1) year of experience in:  

End-to-end validations; Regulatory market risk and xVA counterparty risk models; Model validation methodology; Risk reporting report in power BI; Market risk and liquidity risk models; Quantitative and qualitive analytical tools; Python (Pandas, NumPy), C++, and MySqL programming; and CVA VAR.

Multiple openings.    Key Benefits   GSR offers the following core benefits for its US employees. The majority require an individual to be employed for at least 30 hours a week.  

Participation in a bi-annual discretionary cash bonus scheme. Medical, dental and vision insurance for your immediate dependents. Premiums are fully paid for by the company. A company funded Health Reimbursement Account, to be used against qualifying medical expenses. Ability to contribute to a Healthcare Flexible Spending Account and/or Dependent Care Flexible Spending Account. Fertility and family planning support, including a financial contribution from the company. Life and accident insurance. Premiums are fully paid for by the company. Ability to purchase additional voluntary life insurance for you and your immediate dependents. Short and long term disability insurance. Premiums are fully paid for by the company. 401k employer matching contributions. Ability to contribute towards a Commuter Benefit Plan. Employee Assistance Programme. Generous paid time off (30 days per year for full time employees).

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