About the role
Theoriq is seeking a Senior Quant - DeFi to design, test, and deploy production-grade DeFi strategies. In this role, you’ll be a leader in the research team and deeply hands-on: building models, running simulations, and translating high-conviction ideas into live strategies in collaboration with engineering. The ideal candidate has a track record of discovering alpha, has taken multiple strategies from research to mainnet with measurable P&L, is comfortable working directly with on-chain data, and maintains an active, respected presence across Web3 communities.
What you'll do
- Alpha discovery
- Maintain a hypothesis pipeline across LP/CLMM, perps/options, basis/funding, lending/borrowing, yield curves (LST/LRT, Pendle-style), and cross-venue/cross-chain flows.
- Empirical validation
- Build and run robust backtests and event-driven sims (tx/log level when needed).
- Define objective functions (PnL in ETH/USD, Sharpe/Sortino, max DD), capacity, and sensitivity analyses.
- Specification & implementation
- Write execution-ready strategy specs: signals, state, parameter bounds, entry/exit, rebalancing/hedging cadence, fail-safes, kill/scale rules.
- Prototype and implement production code
- Partner closely with other researchers and engineers through paper → shadow → prod, staying hands-on in validation and tuning.
- Risk & controls
- Set inventory/leverage limits, liquidity/impact budgets, borrow/funding constraints; encode oracle/MEV/latency checks and circuit breakers.
- Monitoring & attribution
- Define real-time and post-trade dashboards (fees vs. inventory vs. hedge P&L, slippage, borrow/funding, anomaly alerts).
- Establish crisp go/hold/kill thresholds.
- AI-agent integration
- Express strategies as agent policies/reward functions; contribute datasets, offline evals, and capital-at-risk ramp plans.
- Market intelligence
- Track L2/rollup microstructure, intent layers, new primitives, venue/liquidity migrations.
- Cultivate protocol/MM/data-provider relationships for early access.
- Documentation & comms
- Produce clear research memos, runbooks, and postmortems; present results to product, risk, and leadership.
Qualifications
- Proven, verifiable DeFi P&L (e.g., CLMM LP with hedging, basis/funding, structured yield) with transparent attribution.
- Deep understanding of on-chain microstructure: AMMs (Uniswap v3/CLMM math), routing/MEV, oracles, gas/latency, L2 nuances.
- Strong empirical research skills: clean experiment design, skeptical inference, robustness checks, and ablations.
- Hands-on with Python + SQL for implementing strategies, backtests and data analysis; able to work with EVM logs/events and data from sources like The Graph, Dune, BigQuery or self-hosted archives.
- Practical risk mindset: position sizing, drawdown/tail-risk control, borrow/funding management, execution slippage/impact awareness.
- Ability to write concise, execution-ready specs and collaborate tightly with engineers who will implement and operate.
- Read-level Solidity literacy (to assess contracts, oracles, upgrade patterns); no heavy smart-contract dev required.
- Bonus: experience with agent/RL evaluation loops; MEV-aware execution; LST/LRT, Pendle curves, cross-margining, vault frameworks.
- Thrives in a fast-moving startup, embraces ambiguity, and upholds high standards for reproducibility, documentation, and ethics.