Vaibhav Singh
New Delhi
Summary
Experienced DeFi strategist and quant specializing in analytics, including risk and stochastic models. Proficient in building real-time dashboards and quantitative models to drive data-backed decisions across leading DeFi protocols.
Overview
4
4
years of professional experience
Work History
DeFi Associate - Research & Analytics
Karpatkey
Remote
02.2024 - Current
- Acted as the primary DeFi strategist for deploying Zodiac Roles Permissions infrastructure across major DAO treasuries (Compound, Nexus Mutual, Gitcoin, RareDAO, Arbitrum and Nerite), enhancing access control on DAO assets.
- Optimized and executed portfolio rebalancing trade ops for $100M+ in assets across leading DeFi protocols including Morpho, Aave v3, Euler, Pendle v2, Balancer v2/v3, Aura, Uniswap v3 using Enzyme and Safe infrastructure
- Built and maintained multiple Dune dashboards to track AUM, portfolio yield and protocol-level metrics for DAO Treasuries—providing real-time analytics to stakeholders.
- Spearheaded the launch and monitoring of the BackedFi bCSPX-sDAI liquidity pool on Balancer v2 (Gnosis Chain).
Quant Associate- Financial Market Advisory
Blackrock
Gurugram
08.2022 - 01.2024
- Conducted strategic asset allocation of insurance portfolios using advanced constraint-based optimization methods.
- Calibrated stochastic interest rate models, such as Vasicek and the one-factor Hull–White model, to predict short-term interest rates impacting derivative positions.
- Engaged in monthly rebalancing processes for insurance portfolios, ensuring responsiveness to market changes and timely shareholder reporting.
Quantitative Researcher
Pluswealth Capital Management
Gurugram
07.2021 - 08.2022
- Developed a delta-neutral statistical arbitrage strategy for pairs trading using synthetic futures, leveraging the mean-reverting nature of cointegrated pairs.
- Managing the Risk Sensitivities (Option Greeks) of Volatility Trading Strategies which includes Straddles, Strangles using the skew of Implied Volatility Curve.
- Researched the Implied volatility pattern of weekly Nifty/ Bank Nifty options to trade Calendar spreads.
Education
Integrated Dual Degree - M.Sc. Economics + B.E. Mechanical Engineering
05.2021
Skills
- DeFi Protocols
- Asset Management
- Econometric models - Python
- Dune Analytics- SQL
- Smart contracts & ABIs
- Quantitative Finance
- RWAs
Personal Information
Timeline
DeFi Associate - Research & Analytics - Karpatkey
02.2024 - Current
Quant Associate- Financial Market Advisory - Blackrock
08.2022 - 01.2024
Quantitative Researcher - Pluswealth Capital Management
07.2021 - 08.2022
BITS Pilani - Integrated Dual Degree, M.Sc. Economics + B.E. Mechanical Engineering