About the role
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. We’re replacing the opaque, offshore brokerage model with a transparent, permissionless trading stack built onchain. Every trade, deposit, and withdrawal is verifiable through open, auditable code. We’ve raised $27.9M+ from General Catalyst, Jump, LocalGlobe, Susquehanna (SIG), GSR, Alliance DAO, Soma Capital, Balaji Srinivasan, Meltem Demirors, and others. Role (Europe / Full-Time) We are seeking a Quantitative Trading Analyst to architect and upgrade the risk management engine that secures our 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: Optimize mathematical models for funding rates, open interest caps, and AMM logic to minimize toxic arbitrage and ensure market balance. Stress Testing: Build stochastic simulations to test protocol solvency against extreme volatility and black swan events. System Optimization: Analyze post-trade data to detect inefficiencies in our 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. Preferred 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. Benefits Competitive compensation package Opportunity to work with cutting-edge blockchain technology Collaborative environment with highly skilled team members Flexible work arrangements Professional development opportunities This role is perfect for someone who is passionate about DeFi, thrives on solving complex mathematical problems at the intersection of TradFi and crypto, and wants to architect the financial engine of on-chain RWA trading. Interested candidates should submit their resume, GitHub profile, research papers, or a portfolio of relevant modeling work.