The Next Generation of Ratings for the Next Generation of Assets.
Senior Quantitative Risk Analyst
Location
Worldwide
Posted
16 days ago
Salary
0
Seniority
Senior
No structured requirement data.
Job Description
Senior Quantitative Risk Analyst
Particula
Role Description We are seeking a motivated and detail-oriented Quantitative Risk Analyst to strengthen Particula's risk methodology capabilities across digital assets. This role sits at the intersection of financial engineering, crypto-native risk, and institutional-grade research, contributing directly to the models and frameworks that power Particula's proprietary risk ratings (PDARF) and the Particula Digital Asset Risk Passport (PDARP). You will collaborate with cross-functional teams to ensure our methodologies remain at the forefront of industry standards and deliver actionable insights to our clients. The ideal candidate (m/f/d) would have a minimum of 5+ years of proven experience in our or similar industry. Tasks - Risk Modelling & Quantitative Research - 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 - Crypto-Backed Lending & Collateral Risk - 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 - Real-World Asset (RWA) Vault Assessment - Develop quantitative approaches to evaluate RWA vaults, including credit quality, liquidity profiles, and concentration risk - Contribute to Particula's expanding RWA methodology, ensuring frameworks are rigorous, scalable, and market-relevant - Collaborate with the methodology team to integrate RWA risk factors into the broader PDARF framework - Research, Publications & Thought Leadership - Produce in-depth quantitative research and market analysis for external publication (e.g., stablecoin assessments, DeFi risk reports) - Translate complex modelling outputs into clear, institutional-quality insights for a broad audience - Represent Particula's analytical expertise through white papers, reports, and industry commentary - Protocol & Smart Contract Risk Quantification - Quantify risks embedded in DeFi protocol mechanics, including liquidity pool dynamics, oracle dependencies, and governance attack vectors - Build scoring models that incorporate on-chain data (TVL, utilization rates, slippage) into risk assessments - Market & Liquidity Risk Monitoring - Develop real-time or near-real-time risk dashboards and alert systems for market risk indicators (volatility spikes, liquidity crunches, de-peg events) - Monitor cross-asset correlations and systemic risk indicators across the digital asset ecosystem - Rating Model Validation & Calibration - Independently validate and back-test Particula's existing risk models to ensure accuracy, consistency, and freedom from bias - Calibrate rating thresholds and weighting schemes using empirical data, ensuring PDARF ratings remain statistically grounded - Data Infrastructure & Tooling - Work with on-chain and off-chain data sources to build robust, reproducible analytical pipelines - Contribute to the development of internal quantitative tooling used across methodology and research teams Qualifications - 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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