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]