Ostium - Quantitative Analyst / Data Scientist

Damia Group
22, February 2026
IA e Ciência de Dados
Tempo inteiro

Descrição do trabalho

Ostium is currently hiring a Quantitative Analyst / Data Scientist to join their amazing team

About the company : Ostium is on a simple mission : make it possible for anyone with a digital wallet to trade stocks, commodities, currencies, and crypto with full transparency. No brokers, no freezes, no hidden spreads. They're replacing the opaque, offshore brokerage model with a transparent, permissionless trading stack built on-chain. Every trade, deposit, and withdrawal is verifiable through open, auditable code. They've raised $27.9M+ from General Catalyst, Jump, LocalGlobe, Susquehanna (SIG), GSR, Alliance DAO, Soma Capital, Balaji Srinivasan, Meltem Demirors, and others.

About the role : They are seeking a Quantitative Trading Analyst / Data Scientist to architect and upgrade the risk management engine that secures their protocol. You will be the bridge between Traditional Finance derivatives and DeFi market structures. Your mandate is to rigorously quantify protocol risk, designing systems that allow for high-leverage trading of real-world assets while mathematically ensuring protocol solvency.

  • Responsibilities :
  • Risk Engine Architecture : Architect and backtest core protocol parameters, including maintenance margins, liquidation thresholds, and insurance fund models for diverse asset classes.
  • Mechanism Design : Optimise mathematical models for funding rates, open interest caps, and AMM logic to minimise toxic arbitrage and ensure market balance.
  • Stress Testing : Build stochastic simulations to test protocol solvency against extreme volatility and black swan events.
  • System Optimisation : Analyse post-trade data to detect inefficiencies in their oracle or margining systems and engineer quantitative solutions to fix them.
  • TradFi-to-DeFi Bridge : Adapt traditional derivative pricing models (VaR, Greeks) into gas-efficient logic suitable for on-chain execution.
  • Requirements :
  • Quantitative Fluency : Advanced background in Mathematics, Statistics, or Financial Engineering, with strong proficiency in Python (pandas, numpy, scipy).
  • Dual-Domain Expertise : Deep understanding of both Traditional Finance derivatives (Futures pricing, options theory) and DeFi primitives (AMMs, Perpetual DEXs).
  • Risk Systems Experience : Proven track record of building or auditing risk engines, margin models, or liquidation systems in HFT or DeFi.
  • Market Microstructure : In-depth knowledge of the economics between liquidity providers and takers, including the relationship between inventory risk, spreads, volatility, and credit.
  • Data proficiency : Experience using SQL for complex data querying.
  • Experience building data-driven models from trading or market data.
  • Strong ability to extract actionable insights from large datasets and translate them into system parameters.
  • Qualifications :
  • Experience with RWA markets (Commodities, FX) and their specific volatility characteristics.
  • Understanding of smart contract constraints (Solidity / EVM) to ensure your mathematical models are implementable on-chain.
  • Experience engaging with on-chain oracles (Chainlink, Pyth) and understanding latency risks.

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