Your body will naturally acclimatize to your local climate over time, but, ultimately, some people are just more sensitive to temperature variation than others (somehow, I personally can't function either in extreme heat or cold... go figure).
I can't smoke or drink or eat meat, so that's some sources of body heat cut off.
These are common and dangerous myths: Smoking drastically hinders your body's ability to regulate temperature, and meat has no magical properties that imbue you with winter hardiness.
Physical fitness
That being said, you state you are "quite lean": it's not necessarily weight that keeps you warm but muscle. Get yourself into shape and your increased muscle mass will actually generate more heat (need to find citation), and better cardiovascular health also allows your body to regulate temperature better (need citation here too). Fat can also help in retaining heat, but please don't become overweight in the hopes it will keep you warm... A stroke or heart attack would be worse than being cold. It sounds crazy, but go cycling regularly: One day, you'll be riding and will strip off your jacket because it's too hot... and, when you get home, you'll check the weather and realize it was -10C outside. That's what physical activity and physical fitness can do to you.
Also, eat lots and healthily. In fact, coming from South Asia, you've likely got this covered already: Warming up with a fabulously spicy curry after a day in the snow is one of the best feelings in the world.
Clothing
You state that you wear five layers: Unless you're working on a boat in the Arctic Ocean, I can't imagine a situation where that is necessary. I can't even imagine how someone could move wearing that much clothing... but then I realized you state you are from South Asia: I have seen countless people from Australasia come to cold countries and suffer because they have absolutely no clue about cold weather clothing.
No offense in the case that you are already aware of the following, but these are cold-weather sins common to those who hail from warmer climes:
- Ditch the trainers: Your extremities need to stay warm, or else your entire body will suffer... and $40 Nikes are not designed for that. Wear boots. Good boots. Unfortunately, these will cost more than $40, but if you e.g. go to a good military surplus store, you can find some good deals if you're willing to sacrifice fashion or at the least join the punk scene.
- Ditch the cotton socks: Wear thick, good woolen socks. Trust me, wool doesn't itch (unless you're allergic, but very few people actually are): Cheap wool itches. There are also good synthetic materials, but I find that they usually aren't worth the extra cost for everyday use.
- Don't forget your hands: Wear good insulated gloves. Not cotton gloves. Preferably very thick woolen gloves or mittens with a windproof shell over them (mittens are even better, but I hate the feeling of not being able to move my fingers).
- Scarf: I assume you're smart enough to get a good (again, woolen) cap/beanie/tuque/ushanka/whatever, but a heavy woolen (or cashmere, if you're tired of wool by now) scarf basically serves as a blanket for your shoulders, neck, and face. Even if you wrap it around your entire face, no one will laugh at you even though it seems a bit silly when you think about it. I prefer to have one in a flamboyant color that contrasts with my other outerclothes because the color cheers me up when it's dark and grey outside.
- Long underwear: Wear a proper underlayer of long underwear, which can be — can you guess? — wool, or sometimes made of spandex/lycra/polyester stuff as well.
TL;DR: Be like these guys
Get in shape, eat well and pretend to be a sheep, i.e. wear lots of heavy woolens meant for the cold and wet.
