Simulation Data Scientist

New York City / San Francisco / Remote /
Engineering /
Gauntlet’s mission is to drive adoption and understanding of the financial systems of the future. Gauntlet is the platform for off-chain intelligence that drives on-chain efficiency in Decentralized Finance (DeFi). We work with protocols to manage risk, improve capital efficiency, and manage incentive spend. We also publish cutting-edge research and aim to take a leading role in defining market risk standards across the industry.

Gauntlet is building infrastructure that allows us to simulate and stress-test blockchain protocols, contracts, and network interactions at scale over a wide range of market conditions. Our models ingest a wide range of on-chain and off-chain data, and are continuously calibrated to the current crypto market structure so that our recommendations are always up-to-date. These models and infrastructure power our platform that currently manages risk and optimizes incentives for over $40B in assets.

You will be working as part of an experienced team to develop industry-leading products and infrastructure that will enable DeFi to achieve greater efficiency and impact.

Responsibilities

    • Build agent-based simulations of smart contracts and blockchain networks using our Python SDK
    • Design and optimize incentive models for blockchain protocols and help discover potential attack vectors
    • Contribute to making our simulation model and platform world-class
    • Build data models and visualizations of public blockchain data and simulation results that provide intuitive analytics to customers

Qualifications

    • Proficient at writing code in Python or similar languages
    • Experience with scientific computing packages such as Numpy/Scipy, Pandas, etc..
    • Experience with distributed computation frameworks such as Spark, Flink, TensorFlow

Bonus Points

    • Smart contract development experience (e.g. Solidity)
    • Experience with building machine learning models at scale

Benefits and Perks

    • Remote first - work from anywhere!
    • Regular in-person company retreats and cross-country "office visit" perk
    • 100% paid medical, dental and vision premiums for employees
    • Laptop, monitor, keyboard and mouse setup provided
    • $1,000 WFH stipend upon joining
    • $100 per month reimbursement for fitness-related expenses
    • Monthly reimbursement for home internet, phone, and cellular data
    • Unlimited vacation
    • 100% paid parental leave of 12 weeks
    • Fertility benefits
    • Opportunity for incentive compensation