Amy O. Khaldoun

Co-Founder

France2 yrs 10 mos experience

Highly Stable

Key Highlights

Expert in quantitative analysis and DeFi strategies.
Co-founder of innovative DeFi consulting firm.
Proven track record in financial modeling and risk management.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analysis and decentralized finance.

Contact

Skills

Core Skills

TokenomicsQuantitative AnalysisOptions TradingFinancial ModelingQuantitative ServicesRisk ManagementImplied Volatility AnalysisRisk AssessmentStatistical AnalysisResearch

Other Skills

Asset pricing modelsTeam LeadershipVaultDerivativesInterest RatesSmart ContractsBacktestingUniswap V3Perpetual OptionsWeb3Data CollectionCryptomonnaieStatistical ModelingPresentationsMathematical Modeling

About

A polyglot trained to be a mathematician, the Bitcoin whitepaper was my rabbit hole back in 2018. Researching, coding, analysing, and writing became my way of shaping the space. As a quant and strategist, my work sits at the intersection of CeFi, DeFi, market microstructure, pricing, volatility modeling, and risk management, where I translate (miserably) theory into models that hold up not only off-chain but on-chain as well. My approach is analytical yet creative (we try to be): part researcher, part builder; focused on designing systems that make centralized and decentralized markets more efficient and risk-aware. The goal is to make DeFi better more structured, data-based and mathematically rigorous. Occasionally, I dive into self-development and personal reflections in my blog amykhaldoun.com Telegram: @amykhaldoun Reminder: "Comparison is thief of joy."

Experience

Vess3l

Co-founder & Lead Quant

Nov 2025 – Present · 4 mos · Dubai, United Arab Emirates

Leading quantitative analysis and research at Vess3l.
Vess3l is a holistic web3 and DeFi consulting firm, helping teams with a diverse range of problems across tokenomics, Web3 strategies and bridging the gap between TradFi and DeFi. Vess3l relies on proprietary technology, know-how and network to make sure its clients can successfully navigate an opaque market.

TokenomicsAsset pricing modelsTeam LeadershipQuantitative Analysis

Panoptic

Quant Researcher / Developer

May 2024 – Present · 1 yr 10 mos · Paris · Remote

Panoptic is a perpetual, oracle-free, instant-settlement options trading protocol on the Ethereum blockchain.
Panoptic enables the permissionless trading of options on any ERC20 tokens and seeks to develop a trustless, permissionless, and composable options product, i.e., do for decentralized options markets what x·y=k automated market maker protocols did for spot trading.
Doing financial modeling, backtesting, analysis, research, and writing research articles.

VaultDerivativesInterest RatesSmart ContractsBacktestingUniswap V3+3

Chainmath

Founder & Quant Consultant

Jan 2023 – Nov 2025 · 2 yrs 10 mos · Paris

I have created a one-person company (for now) called Chainmath that has the purpose of providing quantitative services for crypto players.
The Chainmath community, on the other hand, is a Telegram group comprising selected quants and researchers.
> Industry Experience: Collaborated with top protocols, including Ribbon (Aevo), Re7, a market maker, oracles, and more.
Some of the work:
Quantitative Modeling: Developed advanced volatility models in Python (SABR, SVI, and extensions, Local Volatility) to price and risk-manage DeFi options.
Derivatives Infrastructure: Built custom pricers and automated frameworks for options Greeks computation and sensitivity analysis.
Market Making: Designed DEX market-making strategies on Uniswap v3/v4, improving efficiency and liquidity provision.
Portfolio & Risk Management: Applied portfolio optimization techniques and built strategies for LPing in decentralized exchanges.
Research & Strategy: Authored whitepapers, research bytes, and documentation, shaping strategy for DeFi projects.
Vault Design & Backtesting: Engineered and stress-tested quantitative vault strategies, integrating simulation frameworks for LPs and governance tuning.
Developed a fixed rate model based on lending and borrowing protocols for a credit protocol.

Web3Data CollectionCryptomonnaieStatistical ModelingPresentationsMathematical Modeling+8

Kaiko

Quantitative Analyst

May 2022 – Nov 2022 · 6 mos · Paris

Study of implied volatility in the crypto world (SVI, SSVI, eSSVI models).
Implementing different methodologies on Python (parametric, semi parametric and non parametric methods) of the Value at risk in Python: historical simulation, GARCH and ARMA methods, variance covariance method, copulas, Monte-Carlo methods.
Backtesting the methods and studying different use cases of different mono and multi-asset portfolios.

Web3Risk ManagementData CollectionData AnalysisPython (Programming Language)Cryptomonnaie+9

Sorbonne université

Research Intern

Jun 2021 – Sep 2021 · 3 mos · Paris

Worked with two amazing statistiticians: Arnaud Guyader and Anna Ben Hamou on The ''estimation of the autocorrelations in ARMA and GARCH models'' at the LPSM in Paris.
Skills: Time series modelling, Numerical probability, Monte-Carlo methods.

Data CollectionData AnalysisNumerical SimulationMonte Carlo SimulationBayesian statisticsStatistical Analysis+1

Private tutoring

Mathematics / Physics Tutor

Oct 2019 – Aug 2022 · 2 yrs 10 mos · Paris

Did math and physics (a bit of arabic and english as well) tutoring for uni students who seemed more keen on learning the subject than just getting good grades. Had a lot of students, got me busy, and I had to stop to pursue crypto. Great learning experience, it mostly taught me that there's always a way to teach anything to anyone. The issue is not the message, but it's more about how it is delivered. Of course, the message still needs to make sense..