About the roleWe 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)

CompensationCompetitive, based on experience. Performance-linked bonus may apply.

How to applySend your resume and a short note describing relevant projects to ops@brewlabs.so with the subject: Quant Researcher

Include:

• Links to GitHub, papers, or research write-ups (if available)
• Expected start date and compensation expectations