Senior Quantitative Risk Analyst Digital Assets

Hi, we are Particula, the leading rating provider for digital assets! Our mission? To make the market for digital assets more accessible, secure and transparent for institutional investors. We support issuers, trading facilities, banks and asset managers to create trust, minimize risks and allocate capital effectively. Join our team and shape the future of the financial world with us!

👋 About the Role

We are seeking a motivated and detail-oriented Quantitative Risk Analyst to strengthen Particula's risk methodology capabilities across digital assets. This role sits at the intersection of financial engineering, crypto-native risk, and institutional-grade research, contributing directly to the models and frameworks that power Particula's proprietary risk ratings (PDARF) and the Particula Digital Asset Risk Passport (PDARP).

You will collaborate with cross-functional teams to ensure our methodologies remain at the forefront of industry standards and deliver actionable insights to our clients. The ideal candidate (m/f/d) would have a minimum of 5+ years of proven experience in our or similar industry.

Tasks

Risk Modelling & Quantitative Research

Design and implement stress testing frameworks to assess portfolio and protocol resilience under adverse market conditions

• Develop and backtest predictive models using historical on-chain and market data
• Run Monte Carlo simulations and other stochastic methods (e.g., Quasi-Monte Carlo, bootstrapping) and scenario analyses to quantify tail risks and expected loss distributions
• Conduct time series analysis to identify structural patterns, volatility regimes, and correlation dynamics across digital asset markets

Crypto-Backed Lending & Collateral Risk

Build quantitative assessment frameworks for crypto-backed loan products, with a focus on ETH, SOL and BTC collateral

• Model liquidation risk, collateral volatility, and loan-to-value (LTV) dynamics under stressed conditions
• Support methodology development and establish ongoing monitoring processes for collateral health and margin adequacy

Real-World Asset (RWA) Vault Assessment

Develop quantitative approaches to evaluate RWA vaults, including credit quality, liquidity profiles, and concentration risk

• Contribute to Particula's expanding RWA methodology, ensuring frameworks are rigorous, scalable, and market-relevant
• Collaborate with the methodology team to integrate RWA risk factors into the broader PDARF framework

Research, Publications & Thought Leadership

Produce in-depth quantitative research and market analysis for external publication (e.g., stablecoin assessments, DeFi risk reports)

• Translate complex modelling outputs into clear, institutional-quality insights for a broad audience
• Represent Particula's analytical expertise through white papers, reports, and industry co