Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading Research team, where they will help generate trading insights and improve execution outcomes across global markets and asset classes.
Requirements
- MSc or PhD in STEM major such as statistics, mathematics, computer science, computational physics/chemistry/biology;
- Hands on experience with SQL and R/Python;
- Master data science tools such as Shiny, R/Python Notebook;
- Experience in transaction cost analysis, or conducting algorithmic trading research, or developing execution algorithms at a reputable buy-side firm, hedge fund or top tier investment bank;
- Good knowledge of broad quantitative finance concepts and methodologies;
- Excellent technical verbal and written communication skills;
- Strong organizational skills and detail oriented;
- Pragmatic mind with a preference for hands on work over purely theoretical development;
- Ability to conduct complex analysis and present data in a meaningful way;
Benefits
- Flexible paid time off
- Hybrid work schedule
- 401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution
- Health & wellbeing benefits
- Parental Leave benefits
- Employee stock purchase plan