The Next Generation of Ratings for the Next Generation of Assets.
Senior Quantitative Risk Analyst – Digital Assets
Location
Germany
Posted
9 days ago
Salary
0
Seniority
Senior
Job Description
Senior Quantitative Risk Analyst – Digital Assets
Particula
• Design and implement stress testing frameworks to assess portfolio and protocol resilience under adverse market conditions • Develop and backtest predictive models using historical on-chain and market data • Run Monte Carlo simulations and other stochastic methods (e.g., Quasi-Monte Carlo, bootstrapping) and scenario analyses to quantify tail risks and expected loss distributions • Conduct time series analysis to identify structural patterns, volatility regimes, and correlation dynamics across digital asset markets • Build quantitative assessment frameworks for crypto-backed loan products, with a focus on ETH, SOL and BTC collateral • Model liquidation risk, collateral volatility, and loan-to-value (LTV) dynamics under stressed conditions • Support methodology development and establish ongoing monitoring processes for collateral health and margin adequacy • Develop quantitative approaches to evaluate RWA vaults, including credit quality, liquidity profiles, and concentration risk • Produce in-depth quantitative research and market analysis for external publication (e.g., stablecoin assessments, DeFi risk reports) • Quantify risks embedded in DeFi protocol mechanics, including liquidity pool dynamics, oracle dependencies, and governance attack vectors • Independently validate and back-test Particula's existing risk models to ensure accuracy, consistency, and freedom from bias • Work with on-chain and off-chain data sources to build robust, reproducible analytical pipelines
Job Requirements
- Strong foundation in quantitative finance, statistics, or financial engineering
- Hands-on experience with Python (pandas, NumPy, SciPy, statsmodels) and/or R
- Familiarity with DeFi mechanisms, tokenomics, and crypto market microstructure
- Experience with credit risk, collateral modelling, or structured products is a strong plus
- Excellent written communication skills - able to author rigorous, publication-ready research
- Self-driven, intellectually curious, and comfortable operating in a fast-moving environment
Benefits
- Offsites with the team in exciting locations
- Flexible working hours in a company that relies on remote work
- Exciting product in a very dynamic market environment
- Values-based start-up culture
- Many opportunities to develop further and network with committed people
- Flat hierarchy
- Cash salary: gross annual salary & potential share options for outstanding performance
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