Digital Asset Market Risk M S Researcher

About the role

This role focuses on understanding and mitigating risks within digital asset markets. You will analyze various aspects of digital assets, including tokens and stablecoins, to characterize their inherent risks. This involves deep dives into market structure, participant behaviors, and liquidity conditions to identify potential sources of fragility across the digital asset ecosystem.

A core part of the work involves analyzing blockchain and market data to detect anomalous activities, potential market manipulation, and emerging vulnerabilities. You will also be responsible for designing and building advanced models, such as agent-based models and scenario-based simulations, along with stress-testing frameworks tailored for digital asset markets and protocols. This contributes to developing new ways to measure market quality and systemic risk.

Success in this position means applying advanced analytical and computational models to address regulatory, supervisory, and risk management challenges faced by MITRE's sponsors. You will develop novel empirical measures to evaluate aspects like contagion, resilience, and consumer protection concerns, ultimately translating complex technical findings into actionable insights for diverse audiences.

The annual salary for this position ranges from $124,400 to $155,500.

Skills that matter here

• quantitative analysis: This skill is essential for characterizing risks, assessing market structures, and developing empirical measures within digital asset markets.
• data science: You will use data science techniques to analyze blockchain and market data, identify anomalies, and uncover vulnerabilities.
• modeling: This role requires designing and building agent-based models and other computational models for digital asset markets.
• simulation: You will develop scenario-based simulations and stress-testing frameworks to evaluate market behavior and resilience.
• statistical analysis: Statistical analysis is crucial for developing novel empirical measures and informing regulatory challenges.

Who this role suits

• Someone with a strong background in a quantitative discipline like Data Science, Mathematics, or Operations Research.
• A professional with at least five years of experience (or less with advanced degrees) in areas such as game theory, financial engineering, or distributed computing.
• An individual who is adaptable, eager to learn new methods, and comfortable contributing to various sponsor-driven problem sets.
• A collaborative team player who can also take initiative and work independently, effectively communicating technical findings to diverse audiences.

From the employer

In this role, you will contribute to research and analysis in areas such as:

• Characterizing risks associated with digital asset, token, and stablecoin design.
• Assessing market structure, participant behavior, liquidity conditions, and sources of fragility across digital asset ecosystems.
• Analyzing blockchain and market data to identify anomalous behavior, market manipulation, concentration, and emerging vulnerabilities.
• Designing and building agent-based models, scenario-based simulations, and stress-testing frameworks for digital asset markets and protocols.
• Developing novel empirical measures to evaluate market quality, systemic risk, contagion, resilience, and consumer protection concerns.
• Applying advanced analytics and computational models to inform regulatory, supervisory, and risk management challenges facing MITRE sponsors.

Basic Qualifications:

• Bachelor Degree in quantitative discipline such as Data Science, Operations Research, Mathematics, Statistics, Complex Systems Modeling, Computational Social Science; with significant experience in one or more of the following disciplines: game theory, experimental economics, behavioral economics, micro/macroeconomics, finance, financial engineering, web networking, software engineering, distributed computing.
• Minimum 5 years of experience with a bachelor’s degree, or 3 years with a Master’s degree, or a PhD with relevant hands-on experience with decentralized banking ecosystem.
• Willingness to adapt, learn new methods, and contribute across a range of sponsor-driven problem sets in digital asset markets, financial systems, and emerging risk analysis.
• Experience developing research questions, testing hypotheses, and working in open-ended analytical environments.
• Familiarity with computational modeling, simulation, statistical analysis, or applied quantitative research.
• Ability to work collaboratively with government sponsors and multidisciplinary teams to understand complex challenges and evaluate solution options.
• Strong written and verbal communication skills, including the ability to convey technical findings in an intuitive, actionable manner that can be understood by all audiences, regardless of technical expertise.
• Ability to take initiative, work independently, and be a collaborative teammate.

This position requires a minimum of 50% hybrid on-site.

• Salary compensation range: $124,400 - $155,500 - $186,600 Annual.
• Commitment to Non-Discrimination: All qualified applicants will receive consideration for employment without regard to disability, status as a protected veteran or any other status protected by applicable federal, state, local or international law.