Quant - Portfolio Manager

Edelweiss Global Markets

Gurugram District

On-site

INR 2,500,000 - 7,000,000

Full time

14 days+
Application generator

A complete application in a minute — tailored resume and cover letter, ready to send.

Get past ATS filters

Benefits offered by this job

Comprehensive benefits

Job summary

Edelweiss Global Markets is hiring a Portfolio Manager to own, scale, and optimize systematic books end-to-end—spanning research, portfolio construction, live trading, and risk. This high-autonomy role requires leadership and a deep understanding of multi-asset markets.

You will deploy a bouquet of strategies across styles and geographies, lead a team of researchers, and continuously adapt models to changing regimes while maintaining a strong risk culture.

Qualifications

  • Academic foundation in mathematics, computer science, or statistics.
  • Five+ years of quantitative research with deployable strategies.
  • Two+ years of independently managing a live trading book at a fund/prop desk.
  • Hands-on programming in R/Python/Java; macro understanding of multi-asset markets.
  • Clear communication, leadership, curiosity and independent thinking.

Responsibilities

  • Create, manage, and trade a multi-million-dollar systematic portfolio End-to-end ownership from research to risk.
  • Lead researchers/analysts; set agendas and scale winning ideas.
  • Adjust exposures as markets shift; enhance models and incubate new ones.
  • Uphold a rigorous risk culture and maximize risk-adjusted returns.

Skills

Quantitative research
Programming (R/Python/Java)
Multi-asset market dynamics
Team leadership
Risk management
End-to-end ownership
Strong communication

Education

Mathematics/Computer Science/Statistics degree

Tools

R
Python
Java

Job description

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.

Get your free, confidential resume review.
or drag and drop your file here.
Similar jobs

Similar jobs worth comparing

Portfolio Manager
Portfolio Manager

Bitqcode Capital • Bengaluru

On-site
INR 4,000,000 - 7,000,000
Portfolio Manager
Portfolio Manager

Bitqcode Quantitative Capital • Mumbai

On-site
INR 4,000,000 - 10,000,000
Portfolio Manager
Portfolio Manager

Bitqcode Quantitative Capital • Bengaluru

On-site
INR 4,500,000 - 9,500,000
Chief Risk Officer
Chief Risk Officer

iRage • Mumbai

On-site
INR 4,000,000 - 7,000,000
Generous paid time off
Work with top talent
Annual offsite events
+7
Quant Developer - Low Latency C++
Quant Developer - Low Latency C++

BestEx Research • Bengaluru

On-site
INR 1,200,000 - 2,400,000
Quantitative Trader
Quantitative Trader

Talent Corner Hr Services • Rajkot

On-site
INR 2,500,000 - 5,000,000
Senior Quantitative Developer - Algorithmic Trading
Senior Quantitative Developer - Algorithmic Trading

BestEx Research Group • Bengaluru

On-site
INR 3,200,000 - 5,200,000
Equity
Cash bonuses
Senior Quantitative Developer - Algorithmic Trading
Senior Quantitative Developer - Algorithmic Trading

BestEx Research • Bengaluru

On-site
INR 6,000,000 - 9,000,000
Equity
Cash compensation
5-week structured training program
Sr. Quantitative Researcher
Sr. Quantitative Researcher

Amethyst Partners • Gurugram District

On-site
INR 3,500,000 - 7,000,000
Quant Developer - Low Latency C++
Quant Developer - Low Latency C++

BestEx Research Group • Bengaluru

On-site
INR 300,000 - 600,000
Equity
Cash bonuses
Global exposure
+1