Junior Onchain Quant Risk Research — Remote & Flexible

KPK; Lisboa; Remote; EUR 38,000 - 68,000; Full time

Benefits offered by this job

Remote work

Flexible hours

Learning & growth

Real capital impact

Job summary

KPK is seeking a Quantitative Research Graduate in Lisbon to join our onchain asset management team. You will build risk models, stress-test strategies, and simulation frameworks for vaults and portfolios using live protocols and real capital from day one.

You'll collaborate with Engineering, Risk, and Portfolio teams to analyse onchain data, calibrate model parameters, and inform capital allocation decisions in a fast-moving market.

Responsibilities

• Build simulation frameworks to stress test onchain strategies under adverse conditions such as depegs, oracle failures, liquidity crunches and cascading liquidations.
• Model concentration risk, counterparty exposure, and correlation dynamics across the portfolio
• Analyse historical onchain data to validate risk assumptions and calibrate model parameters
• Produce quantitative risk reports that inform vault construction and rebalancing decisions
• Model and backtest AMM multistrategy vaults: LP positioning, fee optimisation, impermanent loss dynamics, rebalancing triggers across concentrated and full-range liquidity
• Work with live protocols (Morpho, Gearbox, Aave, Uniswap, Balancer) and real capital, not academic datasets

Job description

KPK is seeking a Quantitative Research Graduate in Lisbon to join our onchain asset management team. You will build risk models, stress-test strategies, and simulation frameworks for vaults and portfolios using live protocols and real capital from day one.

You'll collaborate with Engineering, Risk, and Portfolio teams to analyse onchain data, calibrate model parameters, and inform capital allocation decisions in a fast-moving market.