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Quant Strategist

Posted on 8 August 2023

Infinity Exchange is a pioneering institutional interest rate and complex credit DeFi protocol. This position is within our Strategy team with the main focus being to identify, price, and hedge complex risks. The right person is probably a desk quant on an exotic rates/structured credit/hybrids desk that wants to or has recently moved into trading. You probably play poker, or you watched The Big Short and wondered who was playing your ex-colleagues.

You have $10…100bln of risk for which there are no underlying markets. How do you hedge it? Through our novel protocol, we will unfortunately (or, fortunately) be sitting on large sums of risk currently not tradeable within DeFi. As we prepare DeFi for institutional adoption, we’re looking to price, package, and distribute these risks the same way one would go about it in TradFi cognizant that we need to also catalyze new crypto markets as well. 

This is an entrepreneurial role.

Key responsibilities

Work with our CEO, Strategy, and Credit Team to identify, price, and strategize hedging of complex risks. 

Regular interaction with Credit Risk, Technology and other Quant groups.

Skills & Experience

Experience with pricing models for equity options, interest rate options, credit options and exotics, credit, inflation, FX or hybrids is desirable. You geek out on models but understand their limitations in practice. 

Good programming skills in C/C++ for the implementation of numerical methods using object-oriented design, knowledge of Python, VBA, and Machine Learning is a plus.

Strong analytical, numerical and problem solving skills, good knowledge of probability theory, stochastic calculus, and copulas for finance.

Excellent communication skills and ability to interact with various business groups and associated support functions on a daily basis.

Masters/PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering or physics is a prerequisite. Advanced certification such as an FRM / CFA / CQF qualification is an advantage.

Interested parties may reach us at: talent [ @ ], please kindly put "Quant Strategist" in the subject line.

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