Quantitative Research Graduate — Risk Modelling

Quantitative Research Graduate — Risk Modelling

Full-time/Company: KPK

KPK — team: Open Funds.

Responsibilities:

- Build simulation frameworks to stress test onchain strategies under adverse conditions (depegs, oracle failures, liquidity crunches, 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 to inform vault construction and rebalancing decisions
- Model and backtest baskets of AMM positions: LP construction, fee optimisation, impermanent loss dynamics, rebalancing strategies
- Work with live protocols and real capital (Morpho, Gearbox, Aave, Uniswap, Balancer)

Requirements:

- Bachelor's degree in economics & finance, natural sciences, mathematics/statistics, or another quantitative discipline
- Analytical, research-minded self-starter with critical thinking skills
- Ability to translate complex systems into tractable models and reason about model limitations
- Comfort with probability, stochastic processes, and statistical inference
- Knowledge of financial instruments (options, perpetual trading)
- Interest in DeFi and onchain markets

Nice to have:

- Programming experience (Python, NumPy, SciPy, pandas)
- Familiarity with AMM mechanics (Uniswap v3/v4, concentrated liquidity)
- Prior DeFi exposure

Stack:

Python, NumPy, SciPy, pandas, Uniswap v3/v4, Balancer, Aave, Morpho, Gearbox

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