Particula

Crypto

• 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
• 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
• Develop quantitative approaches to evaluate RWA vaults, including credit quality, liquidity profiles, and concentration risk
• Produce in-depth quantitative research and market analysis for external publication (e.g., stablecoin assessments, DeFi risk reports)
• Quantify risks embedded in DeFi protocol mechanics, including liquidity pool dynamics, oracle dependencies, and governance attack vectors
• Independently validate and back-test Particula's existing risk models to ensure accuracy, consistency, and freedom from bias
• Work with on-chain and off-chain data sources to build robust, reproducible analytical pipelines

Senior Quantitative Risk Analyst – Digital Assets

Analyst

• Aggregating and analyzing data to gain meaningful insights and ensuring the accuracy and reliability of the data.
• Prepare and write comprehensive rating reports, including conceptualization, data analysis and clear presentation of results.
• Coordinate internal requirements and constraints with developers, marketing, sales and external partners to ensure product alignment with business objectives and customer needs.
• Ensure that research activities and data aggregation meet the highest quality standards and comply with relevant laws and regulations.
• Seek opportunities to continuously improve data collection, automation, analytics and reporting processes.
• Keep ahead of industry best practices.
• Improve our holistic rating framework by ensuring the accuracy and relevance of metrics by analyzing market conditions and trends in digital assets.

Particula

Senior Quantitative Risk Analyst – Digital Assets

Rating Analyst – EMEA

Director, Digital Asset Ratings – EMEA