Quant Research Engineer - New Grad

Currently pursuing Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Electrical Engineering, or related quantitative field with expected 2026 graduation date Strong programming abilities in Python (experience with SQL, TypeScript, or Rust is a plus) Solid foundation in algorithms and data structures Statistical and mathematical knowledge including probability, statistics, optimization, and time-series analysis Understanding of financial risk concepts such as Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), portfolio optimization, leverage mechanics, and automated market maker (AMM) mathematics Strong communication skills and ability to collaborate effectively in code reviews and strategy discussions

Transform mathematical models into production code that powers live trading strategies Build and optimize vault strategies across multiple asset types Conduct comprehensive risk assessment using statistical methods Design and run controlled experiments to measure strategy performance Build data pipelines for strategy simulation, real-time monitoring, and automated trade execution Create monitoring systems with dashboards and alerts Develop allocation recommendations with appropriate risk guardrails and rebalancing triggers Write clear research documentation Collaborate on public research and internal strategy memos