Quantitative Portfolio Manager – Indian Markets (Remote)

Job Description

About the Role:
USA Winzons is seeking an experienced and highly analytical Quantitative Portfolio Manager to lead research and strategy development for Indian equities and derivatives. This is a high-impact, fully remote role ideal for professionals with a strong background in statistics, data modeling, and alpha generation.

Key Responsibilities:

• Design, backtest, and deploy quantitative trading strategies in Indian equities, futures, or options
• Conduct alpha research using historical market data and alternative datasets
• Optimize portfolios using statistical risk models and factor-based approaches
• Monitor live strategies and collaborate with execution and infrastructure teams
• Continuously refine models based on performance and market conditions

Required Qualifications:

• 3+ years of experience in quant research, strategy development, or portfolio management
• Proven track record in building profitable models for Indian markets
• Strong programming skills (Python, R, or C++)
• Advanced knowledge of statistics, time-series analysis, and factor modeling
• Understanding of NSE/BSE market structure and regulatory framework

Preferred:

• Experience with low-latency execution and automated trading platforms
• Exposure to machine learning in financial data modeling
• CFA/FRM or advanced academic credentials in a quantitative field

What We Offer:

• Competitive fixed salary + performance-linked bonus + equity potential
• Remote-first work culture with flexible hours
• Access to proprietary datasets, execution infrastructure, and capital
• Flat team structure with high autonomy and rapid decision-making
• Opportunity to lead your own book or quant desk

How to Apply:
Please send your resume, a brief statement of past quant experience, and (if possible) a sample of strategy results or backtest summary to:
quantcareers@usawinzons.com
Subject: Quant PM – Indian Markets – [Your Name]