风险与量化分析师 (DeFi / 永续合约)
Risk & Quantitative Analyst (DeFi / Perpetuals)
职位描述
GMX 正在建设其内部风险职能，现寻找一名风险与量化分析师，协助管理并校准其永续协议的风险。你将直接与风险负责人合作，用内部能力替代外部风险供应商——涵盖参数建模、风险监控、新市场评估和数据工具开发。
这是一个高影响力职位，你的工作将直接影响全球最大去中心化永续交易协议的安全性和资本效率。
职责内容
参数校准与建模
- 校准和建模关键协议参数：价格影响曲线、未平仓合约（OI）上限、借贷费用、资金费率和持仓限制。
- 构建和维护平衡风险敞口与资本效率的量化模型。
风险监控
- 监控各市场的实时和历史风险指标。
- 分析可疑活动模式并标记潜在的漏洞或操纵行为。
- 开发仪表盘和警报以持续监控协议健康状况。
新市场与协议变更
- 评估新资产上架和协议升级的风险概况。
- 为上线提供市场参数的量化建议。
- 评估治理提案和协议变更的风险影响。
数据与工具开发
- 编写和维护脚本（Python 和/或 JavaScript/Node）用于数据提取、转换和分析。
- 与链上数据源合作，包括 DataStore 合约、子图（Subsquid、Goldsky）和协议 API。
- 构建内部工具和笔记本，提升团队的分析流程。
我们寻找的人选
要求：
- 强大的量化背景——数学、统计学、物理学、工程学或量化金融。
- 精通 Python 和/或 JavaScript/Node 的数据分析和脚本编写。
- 在市场风险、交易风险或 DeFi 风险方面有经验。
- 能够向技术及非技术利益相关者清晰传达复杂的风险概念。
优先考虑：
- 有 DeFi 协议的实际操作经验，尤其是永续合约或衍生品。
- 有使用链上数据（以太坊、Arbitrum、Avalanche 或类似平台）的经验。
- 熟悉子图索引、区块链 RPC 和智能合约数据结构。
- 有量化交易、做市或金融工程背景。
查看英文原文
About the Role
GMX is building out its internal risk function and looking for a Risk & Quantitative Analyst to help manage and calibrate risk across its perpetuals protocol. You'll work directly with the Risk Lead to replace external risk vendors with in-house capabilities — covering parameter modeling, risk monitoring, new market assessments, and data tooling.
This is a high-impact role where your work directly shapes protocol safety and capital efficiency for one of the largest decentralized perpetuals exchanges.
What You'll Do
Parameter Calibration & Modeling
- Calibrate and model key protocol parameters: price impact curves, open interest (OI) caps, borrowing fees, funding rates, and position limits.
- Build and maintain quantitative models that balance risk exposure with capital efficiency.
Risk Monitoring
- Monitor real-time and historical risk metrics across markets.
- Analyze suspicious activity patterns and flag potential exploits or manipulation.
- Develop dashboards and alerts for ongoing protocol health.
New Markets & Protocol Changes
- Assess risk profiles for new asset listings and protocol upgrades.
- Provide quantitative recommendations on market parameters for launches.
- Evaluate the risk impact of governance proposals and protocol changes.
Data & Tooling
- Write and maintain scripts (Python and/or JavaScript/Node) for data extraction, transformation, and analysis.
- Work with on-chain data sources including DataStore contracts, subgraphs (Subsquid, Goldsky), and protocol APIs.
- Build internal tools and notebooks that improve the team's analytical workflow.
What We're Looking For
Required:
- Strong quantitative background — math, statistics, physics, engineering, or quantitative finance.
- Proficiency in data analysis and scripting with Python and/or JavaScript/Node.
- Experience in market risk, trading risk, or DeFi risk.
- Ability to communicate complex risk concepts clearly to both technical and non-technical stakeholders.
Preferred:
- Hands-on exposure to DeFi protocols, especially perpetuals or derivatives.
- Experience working with on-chain data (Ethereum, Arbitrum, Avalanche, or similar).
- Familiarity with subgraph indexing, blockchain RPCs, and smart contract data structures.
- Background in quantitative trading, market making, or financial engineering.
Originally posted on Himalayas