Location: Remote
Employment type: Full time
About the role
We are hiring a Quant Researcher to design, test, and deploy systematic trading research for a hedge fund strategy. You will work closely with trading, engineering, and data teams to turn ideas into production-ready signals and models.
What you will do
Research alpha signals across equities, futures, options, FX, or crypto (depending on our focus)
Build and evaluate predictive models and statistical arbitrage strategies
Design robust backtests with proper transaction costs, slippage, and risk controls
Perform feature engineering on large, noisy datasets
Monitor model performance and iterate based on live results
Document research clearly and communicate findings to stakeholders
What we are looking for
Minimum 2yr Experience in the below-mentioned skills
Strong programming skills in Python (NumPy, pandas,



scikit-learn), and strong statistics
Experience with time series modeling, optimization, and hypothesis testing
Solid understanding of market microstructure and common backtesting pitfalls
Ability to work with large datasets and write clean, reproducible research
Bachelor’s, Master’s, or PhD in a quantitative field (CS, Math, Stats, Physics, Engineering, or similar)
Nice to have
Experience with portfolio construction, risk models, and execution research
Experience with Rust, C++, or smart contract development
Familiarity with cloud tooling and data pipelines (AWS, GCP)
Compensation
Competitive, based on experience. Performance-linked bonus may apply.

📌 Quantitative Researcher (Bengaluru)
🏢 BREW LABS HQ
📍 Bengaluru