Risk & Quantitative Analyst (DeFi / Perpetuals)

About the Role GMX is building out its internal risk function and looking for a Risk & Quantitative Analyst to help manage and calibrate risk across its perpetuals protocol. You'll work directly with the Risk Lead to replace external risk vendors with in-house capabilities — covering parameter modeling, risk monitoring, new market assessments, and data tooling. This is a high-impact role where your work directly shapes protocol safety and capital efficiency for one of the largest decentralized perpetuals exchanges. What You'll Do Parameter Calibration & Modeling Calibrate and model key protocol parameters: price impact curves, open interest (OI) caps, borrowing fees, funding rates, and position limits. Build and maintain quantitative models that balance risk exposure with capital efficiency. Risk Monitoring Monitor real-time and historical risk metrics across markets. Analyze suspicious activity patterns and flag potential exploits or manipulation. Develop dashboards and alerts for ongoing protocol health. New Markets & Protocol Changes Assess risk profiles for new asset listings and protocol upgrades. Provide quantitative recommendations on market parameters for launches. Evaluate the risk impact of governance proposals and protocol changes. Data & Tooling Write and maintain scripts (Python and/or JavaScript/Node) for data extraction, transformation, and analysis. Work with on-chain data sources including DataStore contracts, subgraphs (Subsquid, Goldsky), an