For a hard drive to be able to be read and written to in both a PC and Mac computer, it must be formatted to exFAT or FAT32 file format. FAT32 has several limitations, including a 4 GB per-file limit. This is a file system limitation that affects both Mac's and PC's, and the only workaround is to format the drive to exFAT.
The Disk Utility advanced options of El Capitan are hidden and you needed, first:
Quit Disk Utility.
Open the Terminal utility.
Run the following Command:
defaults write com.apple.DiskUtility advanced-image-options 1
Relaunch Disk Utility
And now, just format your USB with MBR Partition (Master boot record) and exFAT file System.
The USB now can mount in OSX & Windows.