Senior Data Scientist

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

• Architecting, implementing, and stewarding end-to-end data infrastructure
• Building agent-based simulations of smart contracts and blockchain networks using our Python SDK
• Designing and optimizing incentive models for blockchain protocols and help discover potential attack vectors
• Build data models and visualizations of public blockchain data and simulation results that provide intuitive analytics to customers
• Understand product, risk, and business requirements and how to apply ML to solve our most challenging problems in impactful ways
• Automating and scaling simulation model deployment on cloud infrastructure
• Make business recommendations to the executive and cross-functional teams (e.g. cost-benefit, forecasting, experiment analysis) effectively through findings from quantitative information
• Driving best practices around security in data engineering
• Driving data literacy and data-driven decision making across functions

Qualifications

• 8-10 years of relevant experience
• Experience developing production quality software in Python, Go, or other high-performance languages
• Experience with scientific computing packages such as Numpy/Scipy, Pandas, etc..
• Track record of designing, building, scaling and maintaining production services, and composing service-oriented architecture
• Experience with distributed computation frameworks such as Spark, Flink, TensorFlow
• M.S. or Ph.D. in STEM field, with experience building production Blockchain pipelines (development, deployment, inference and monitoring) at scale

Bonus Points:

• Smart contract development experience (e.g. Solidity)
• Experience with building Machine Learning infrastructure 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