- Company Name
- Chainlink Labs
- Job Title
- Data Scientist, Data Quality and Benchmarking
- Job Description
-
**Job Title**
Data Scientist, Data Quality and Benchmarking
**Role Summary**
Design and build real‑time pricing systems for thousands of financial assets, create models and detection logic that ensure price integrity, conduct forensic analysis during incidents, and deploy fixes that reduce recurrence.
**Expectations**
- Deep understanding of financial markets, market microstructure, and DeFi primitives.
- Expertise in on‑/off‑chain price feed construction and failure modes.
- Proficiency with blockchain fundamentals, on‑chain data extraction, and event stream analysis.
- Ability to lead incident response and post‑mortem work on pricing, latency, and peg events.
**Key Responsibilities**
1. **Pricing System Development** – Architect and maintain real‑time, high‑integrity pricing pipelines for DeFi assets.
2. **Model Design & Detection** – Build statistical and ML models for market risk, anomaly detection, and benchmark creation.
3. **Incident Forensics** – Lead post‑incident analysis (pre/post‑trade, benchmark vs. pool deltas, liquidity gaps), quantify impact, and ship mitigations.
4. **Alerting & SLOs** – Implement SLO‑driven alerting using Prometheus, Alertmanager, Grafana, Flink, or similar; manage on‑call rotations.
5. **Data Engineering** – Process streaming data via Kafka, BigQuery, or public chain indexing; validate and calibrate event schemas from Solidity/Rust contracts.
6. **Dashboarding** – Develop dashboards visualizing protocol health, price benchmarks, staleness, flatlining, and latency metrics.
**Required Skills**
- DeFi primitives (CEX/DEX sourcing, medians, TWAPs, outlier trimming).
- Oracle construction, failure modes (staleness, rubber‑banding, flatlining, thin‑liquidity manipulation, flash‑loan spikes).
- On‑chain data fluency: EVM logs, ABIs, ERC‑20/721/1155, subgraph/indexing patterns.
- Blockchain fundamentals: block finality, reorgs, mempool dynamics, gas markets, latency profiling.
- Market microstructure: liquidity depth, slippage, pool imbalance, funding rates/open interest.
- Experience with Chainlink data products (Data Feeds, Mercury, Streams, CCIP).
- Incident response and post‑mortem experience for pricing or latency events.
- Smart‑contract reading (Solidity/Rust) and interaction with RPC providers.
- Anomaly detection for financial time series.
- SLO‑based alerting with Prometheus/Alertmanager/Grafana, Flink, PagerDuty.
- Proficient in Python, SQL; web3 libraries (web3.py/ethers), ABI decoding.
- Data platforms: Dune, Flipside, Covalent, BigQuery public chains, Kafka, stream processing.
- Dashboard and alerting portfolio demonstrating protocol health metrics and data‑quality detectors.
**Required Education & Certifications**
- Bachelor’s or Master’s degree in Computer Science, Data Science, Quantitative Finance, or related field.
- Strong analytical background with proven data‑science or analytics experience.
- Relevant blockchain or DeFi certifications preferred but not mandatory.