Quant Strategist

As a Quant Strategist at Infinity Exchange, you identify, price, and hedge complex risks within an institutional interest rate and complex credit DeFi protocol. This entrepreneurial role sits at the intersection of strategy and quantitative finance, tackling the challenge of pricing and distributing risks currently not tradeable within DeFi as the protocol prepares for institutional adoption.

What you'll do

• Work with the CEO, Strategy, and Credit Team to identify, price, and strategize hedging of complex risks
• Interact regularly with Credit Risk, Technology, and other Quant groups to develop and refine risk management approaches
• Design pricing models and strategies to package and distribute large sums of risk through novel DeFi mechanisms, informed by TradFi practices

What you bring

• A Master's or PhD in a quantitative field such as applied mathematics for finance, mathematics, engineering, or physics
• Strong analytical, numerical, and problem-solving skills grounded in probability theory, stochastic calculus, and copulas
• Experience with pricing models for equity options, interest rate options, credit options, exotics, credit, inflation, FX, or hybrid instruments
• Good programming skills in C/C++ for implementing numerical methods using object-oriented design
• Excellent communication skills and the ability to interact with various business groups and support functions daily
• A background as a desk quant on exotic rates, structured credit, or hybrid desks, or recent transition into trading

Nice to have

• Knowledge of Python and VBA
• Machine Learning experience
• Advanced certifications such as FRM, CFA, or CQF

About Infinity Exchange

Infinity Exchange is a pioneering institutional interest rate and complex credit DeFi protocol, preparing DeFi for institutional adoption by enabling pricing and distribution of complex risks not currently tradeable within the ecosystem.