🔍 About the Role:
USA Winzons is seeking an experienced and data-driven Quantitative Portfolio Manager to lead the development and management of systematic trading strategies in Indian financial markets (equities, futures, options). You will play a pivotal role in alpha generation, risk management, and portfolio optimization using quantitative models.
🧠 Key Responsibilities:
- Develop, backtest, and implement quantitative strategies for Indian markets
- Conduct statistical research, alpha signal modeling, and data analysis
- Manage portfolios with a focus on Sharpe ratio, drawdown, and execution cost
- Monitor live trading systems and adapt strategies as needed
- Collaborate with developers and data engineers on infrastructure and tooling
- Stay updated with SEBI regulations, market structure, and trading technologies
📊 Qualifications:
- Strong academic background in quantitative fields (e.g., Engineering, Math, Physics, Statistics)
- Proven track record of alpha generation in Indian markets
- Proficiency in Python, R, or MATLAB; experience with backtesting frameworks
- Deep understanding of NSE/BSE market microstructure
- Experience with broker APIs and low-latency execution is a plus
- CFA/FRM or NISM certifications are a bonus
🛠 Tools You’ll Work With:
- Quant libraries: NumPy, pandas, scikit-learn
- Data providers: Bloomberg, NSE/BSE feeds, Quandl, or similar
- Infrastructure: AWS/GCP, SQL, Git, Jupyter
💼 What We Offer:
- Fully remote, flexible working environment
- Transparent performance-based compensation
- Access to high-quality financial data and cloud computing resources
- Collaborative team of quants, engineers, and market experts
- Opportunity to lead and scale alpha-driven portfolios
📨 How to Apply:
If you’re passionate about markets, data, and performance, we want to hear from you. Apply directly on our website or send your resume and a brief cover note outlining your track record to careers@usawinzons.com.