Quant Developer

Overview

Kairos Protocol is looking for an experienced Quant Developer to build the pricing and risk infrastructure powering decentralized interest rate swaps. Your primary focus will be developing models that accurately price interest rate swaps by modeling future expected rates for onchain yield and interest rates as well as designing strategies that keep LP pools balanced across long and short exposure. This role is in person in Manhattan and you'll work closely with the CEO ahead of the full protocol launch.

Experience building quantitative models for crypto derivatives is essential. Familiarity with interest rate products, AMM mechanics, or liquidity pool dynamics is a strong plus.

About Kairos

Kairos is a VC-backed startup building a new onchain primitive for interest rate swaps. In traditional markets, interest rate swaps are one of the largest markets globally and serve a fundamental role in unlocking fixed-rate loans, fixed-rate yield, and trading on rate movements. Fresh out of the Alliance accelerator, Karios is scaling its team ahead of its full protocol launch in 2026. This is an opportunity to join a fast-growing startup on the ground floor and have significant impact in developing the next evolution of DeFi growth.

What You'll Do

• Develop and refine pricing models for interest rate swap base rates using onchain and off-chain data sources
• Create models to determine future expected rates for onchain yield and interest rates
• Design LP pool balancing strategies that optimize exposure across long and short positions
• Build simulations to stress-test pool dynamics under various market conditions
• Analyze funding rate data, borrowing costs, and lending market behavior to inform model parameters
• Conduct backtesting and parameter optimization to validate pricing accuracy and balancing strategies
• Create risk metrics and monitoring tools to track pool health and imbalance exposure
• Collaborate with protocol engineers to integrate models into smart contract architecture
• Document models, assumptions, and methodology clearly for internal and external stakeholders

What We're Looking For

• Proven experience in quantitative modeling for crypto derivatives or DeFi protocols
• Strong foundation in financial mathematics, pricing theory, and statistical analysis
• Understanding of AMM mechanics, liquidity pool design, or market microstructure
• Familiarity with interest rate products including perpetuals, funding rates, and swap structures
• Proficiency in Python or TypeScript, with experience in simulation and backtesting frameworks
• Ability to translate complex quantitative concepts into actionable protocol design
• Clear communication skills and high accountability
• Ambitious individuals who are constantly asking how they can add the most impact - Track record of going above and beyond

Benefits

• Comprehensive health plans
• Flexible time off
• Token grant

Kairos is committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity, or Veteran status. Equal Opportunity is the Law, and Kairos is proud to be an equal opportunity workplace.