Credit Risk Analyst

Job not on LinkedIn

🔥 14 hours ago

🗽 New York – Remote

🗽 New York – Remote

💵 $160k - $195k / year

⏰ Full Time

🟡 Mid-level

🟠 Senior

🧐 Analyst

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Gauntlet

WebsiteLinkedInAll Job Openings

11 - 50 employees

Founded 2018

₿ Crypto

💸 Finance

💳 Fintech

Crypto • Finance • Fintech

Gauntlet is a company that specializes in economic modeling for the cryptocurrency space, primarily focusing on decentralized finance (DeFi) protocols. It provides full-service economic risk management, infrastructure advisory, and applied research to optimize economic incentives and drive sustainable growth for crypto protocols, chains, and onchain treasuries. Gauntlet leverages extensive data modeling and quantitative optimization techniques to protect over $35 billion in assets and mitigate risks associated with DeFi. The company is committed to advancing its methodologies and providing robust experience and service to the DeFi community.

📋 Description

• Underwrite institutional and on-chain credit relationships, and build/own the credit models for RWA assets — PD/LGD frameworks, vintage loss curves, advance-rate haircut schedules, and stress scenarios. • Run the due-diligence gate for new credit and asset-issuer relationships: structured protocol reviews (solvency, oracle infrastructure, governance, security posture), historical on-chain data analysis, counterparty financials and legal structure, redlines, and final deal approval. • Set the guardrails for each credit product: minimum rate floors, maximum terms, concentration limits per borrower and asset class, eligible collateral, and first-loss buffer sizing for tranched structures. • Partner with Capital Markets on structuring: credit input on term sheets (rate, term, size, collateral, covenants, margin-call triggers); co-design trust tranches, covenants, advance-rate schedules, and facility limits for securitized products before close. • Monitor the portfolio: borrower financial condition, covenant compliance, delinquency trends, and NAV integrity; flag deterioration early and work remediation or exit with Capital Markets. • Stress the book: elevated delinquency, funding-rate shocks, correlated default, and originator failure — validating that structural protections hold under tail conditions. • Maintain on-chain risk parameters: supply caps, LLTV settings, exposure thresholds, and related controls. • Shape credit terms guidance (what we can offer, at what rate, term, and collateral conditions) and track emerging yield strategies, protocols, and issuers to give Curation a competitive edge.

🎯 Requirements

• 3–6 years in credit risk, structured finance, leveraged finance, or asset-backed lending at a leading financial institution, credit fund, or fintech lender. • Direct credit-underwriting experience: PD/LGD modeling, loss-curve and vintage analysis, advance-rate structuring, covenant design, and stress testing. • Hands-on exposure to one or more of: direct lending, warehouse facilities, ABS/CLO structuring, securitization, asset-backed finance, or structured credit. • Strong grasp of legal/structural credit concepts: SPV formation, bankruptcy remoteness, security-interest perfection, covenant packages, and waterfall mechanics. • Portfolio-monitoring experience: delinquency tracking, covenant compliance, borrower financial review, and early-warning systems. • Exceptional written and verbal communication - able to distill complex credit analysis into clear, actionable recommendations for non-credit stakeholders. • Experience building or maintaining quantitative risk models in Python or R. • Bonus points • On-chain credit protocols, DeFi lending markets, or tokenized-asset structures (e.g., Morpho, Aave, tokenized ABS). • Crypto-native credit risk: smart-contract risk, oracle failure, depeg events, and on-chain collateral liquidity. • Prior work with RWA issuers, fintech lenders, or asset originators — understanding the pipeline and servicing behind the loan tape. • Exposure to prime-brokerage credit, repo, or securities financing from a risk perspective.

🏖️ Benefits

• Remote first - work from anywhere in the US & CAN! • Regular in-person company retreats and cross-country "office visit" perk • 100% paid medical, dental and vision premiums for employees • $1,000 WFH stipend • Monthly reimbursement for home internet, phone, and cellular data • Unlimited vacation • 100% paid parental leave of 12 weeks • Fertility benefits • Opportunity for incentive compensation