Quant - Portfolio Manager

Edelweiss Global Markets

Gurugram District

Presencial

INR 4.000.000 - 9.000.000

Jornada completa

14 días+

Una candidatura completa en un minuto

Currículum y carta de presentación personalizados, listos para enviar.

Supera los filtros ATS

Ventajas ofrecidas por este puesto de trabajo

Comprehensive benefits

Descripción de la vacante

Edelweiss Global Markets seeks a high-autonomy Portfolio Manager to own, scale, and optimize systematic books end-to-end—from research and construction to live trading and risk controls.

You will lead researchers, deploy a bouquet of strategies across styles and geographies, and continuously adapt to market regimes with a disciplined risk framework.

Formación

  • Strong academic foundation in mathematics, computer science, statistics or related fields.
  • At least five years of quantitative research with deployable strategies for portfolio construction.
  • Two+ years independently managing a sizeable live trading book across styles and frequencies.

Responsabilidades

  • Create, manage, and trade a multi-million-dollar systematic portfolio across styles, frequencies, asset classes, and geographies.
  • End-to-end ownership: alpha research, strategy engineering, portfolio allocation, execution oversight, risk controls.
  • Lead a team of researchers/analysts, set research agendas, raise the engineering bar, scale winning ideas.
  • Proactively reorient exposures as market regimes change; improve models and incubate new ones.
  • Uphold a rigorous risk culture and defend against tail events.

Conocimientos

Quantitative research
Programming (R/Python/Java)
Risk management
Portfolio construction
Team leadership

Educación

Mathematics/CS/Statistics degree

Herramientas

R
Python
Java

Descripción del empleo

About the Team & the Opportunity:

Edelweiss Global Markets is a multi-strategy trading business within the Edelweiss Group, operating across five geographies and four asset classes. We combine proprietary data, research-driven thinking, disciplined risk management, and low-latency execution to deliver superior risk-adjusted returns. Our culture emphasizes productive paranoia, deep respect for risk, openness, passion ("Junoon") for excellence, and a strong one-team ethos.


We are looking to onboard Portfolio Managers to own, scale, and optimize systematic books end-to-end —spanning research, portfolio construction, live trading, and risk.


This is a high-autonomy role with clear accountability, strong infrastructure, and accelerated growth.


What You Will Do:



  • Create, manage, and trade a multi-million-dollar systematic portfolio (>$10mn to start), deploying a bouquet of strategies across styles, frequencies, asset classes, and geographies.


  • Exercise true end-to-end ownership: alpha research, strategy engineering, portfolio allocation, execution oversight, and risk controls.


  • Lead a team of researchers/analysts; set research agendas, raise the engineering bar, and scale winning ideas.


  • Reorient exposures proactively as market regimes change; improve existing models while incubating new ones.


  • Uphold a rigorous risk culture—deploy capital judiciously to maximize risk-adjusted returns and protect against tail events.



What You Need to Succeed:



  • A strong academic foundation in mathematics, computer science, statistics, or related fields.


  • At least five years of quantitative research with a deployable bouquet of strategies suitable for portfolio construction.


  • Two or more years of independently managing a sizeable live trading book across styles and frequencies at a fund/ prop desk or equivalent.


  • A stable live track record with strong risk-adjusted performance; hands-on programming in R/Python/Java; macro understanding of multi-asset market dynamics.


  • Clear communication, team leadership, curiosity, and out-of-the-box thinking.



Why Join Edelweiss Global Markets:



  • Own and scale a systematic book on a platform with proprietary data, advanced analytics, and low-latency execution.


  • High autonomy with strong scaffolding: mentorship, robust technology, and a risk framework that treats risk as a precious resource.


  • A values-driven environment—openness, passion, all for one, and thought leadership—with real career acceleration and comprehensive benefits.


Consigue la evaluación confidencial y gratuita de tu currículum.

o arrastra y suelta tu archivo aquí

Similar jobs

Puestos de trabajo similares que vale la pena comparar

Portfolio Manager
Portfolio Manager

Bitqcode Quantitative Capital • Mumbai

Presencial
INR 4.000.000 - 10.000.000
Portfolio Manager
Portfolio Manager

Bitqcode Quantitative Capital • Bengaluru

Presencial
INR 4.500.000 - 9.500.000
Senior Quantitative Developer - Algorithmic Trading
Senior Quantitative Developer - Algorithmic Trading

BestEx Research Group • Bengaluru

Presencial
INR 3.200.000 - 5.200.000
Equity
Cash bonuses
Senior Quantitative Developer - Algorithmic Trading
Senior Quantitative Developer - Algorithmic Trading

BestEx Research • Bengaluru

Presencial
INR 6.000.000 - 9.000.000
Equity
Cash compensation
5-week structured training program
Portfolio Manager
Portfolio Manager

1331 Barclays Securities India • Mumbai

Presencial
INR 3.000.000 - 6.000.000
Quant Researcher
Quant Researcher

Algoedge Technology • Gurugram District

Híbrido
INR 3.500.000 - 6.000.000
Ownership of research
Performance-based bonus
Data access and infra
Quantitative Strategist - India
Quantitative Strategist - India

Quadeye • Gurugram District

Presencial
INR 900.000 - 1.500.000
Quantitative Data Engineer
Quantitative Data Engineer

BestEx Research Group • Bengaluru

Presencial
INR 1.500.000 - 2.500.000
Competitive compensation
Free meals
Modern workspaces
Senior Portfolio Manager
Senior Portfolio Manager

Anson McCade Pty • Mumbai

Presencial
INR 24.201.000 - 48.403.000
Quantitative Investment Strategies, Manager
Quantitative Investment Strategies, Manager

Morgan Stanley • Mumbai

Presencial
INR 1.500.000 - 2.100.000