Defi Quant Strategist: Hedge Risks & Pricing

Tokalent; Hong Kong; On-site; HKD 1,400,000 - 2,300,000; Full time

Job summary

Tokalent is seeking a senior quantitative researcher for a fast-growing DeFi protocol backed by traditional finance institutions and Web3 investors. You will collaborate with the CEO, Strategy, and Credit teams to price and hedge complex risks, leveraging your deep experience in quantitative models and financial theory.

You will work with Credit Risk, Technology, and other Quant groups to implement robust numerical methods in C++ and Python, applying stochastic calculus, copulas, and machine

Qualifications

• Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite.
• Over 10 years experience in Quant, preference from bulge bracket banks.
• Advanced certification such as FRM / CFA / CQF is an advantage.

Responsibilities

• Identify, price, and strategize hedging of complex risks with CEO, Strategy, and Credit Team.
• Regular interaction with Credit Risk, Technology and other Quant groups.

Skills

Pricing models

C/C++ programming

Python

Machine Learning

Analytical skills

Communication skills

Probability theory

Stochastic calculus

Copulas

Quantitative finance

FRM/CFA/CQF

Education

Masters/PhD in quantitative field

Tools

C++

Python

VBA

Job description

Tokalent is seeking a senior quantitative researcher for a fast-growing DeFi protocol backed by traditional finance institutions and Web3 investors. You will collaborate with the CEO, Strategy, and Credit teams to price and hedge complex risks, leveraging your deep experience in quantitative models and financial theory.

You will work with Credit Risk, Technology, and other Quant groups to implement robust numerical methods in C++ and Python, applying stochastic calculus, copulas, and machine