Quantitative Analyst, Portfolio Engineering & Analytics

About Invesco

As one of the world’s leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you’re looking for challenging work, intelligent colleagues, and exposure across a global footprint, come explore your potential at Invesco.

Our people are at the very core of our success. Invesco employees get more out of life through our comprehensive compensation and benefit offerings including:

• 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

Responsible for developing and systematizing multi-asset investment frameworks for our solutions orientated clients, as part of the Invesco Solutions group which manages assets across several systematic and quantitative strategies. The team supports strategic asset allocation, portfolio construction and advisory, leveraging latest cloud, optimization, and visualization technologies. Responsible for Invesco’s flagship cloud-based and client facing, portfolio construction and analytics platform – Invesco Vision®.

As part of the portfolio engineering & analytics team, you will work alongside some of the best quantitative researchers and technologists to help evolve our investment capabilities. You will be responsible for performing research, managing data, and developing APIs that will be used to power the investment process along with our flagship portfolio construction and analytics platform – Invesco Vision®. The role will allow for significant opportunities for creativity and innovation.

• Helping construct multi-asset and single asset portfolios using advanced asset allocation and portfolio construction techniques
• Building high performance computing algorithms, infrastructure and APIs
• Researching and building prediction and forecasting methods based on both classical statistical techniques as well as ML based techniques including Generative AI
• Helping translate investment frameworks from various segments of the market (i.e. cash flow driven investing, liability driven investing, insurance capital efficient portfolio construction) into tangible investment and client engagement tools
• Leveraging advanced optimization techniques to create optimal portfolio solutions for internal and external stakeholders
• Employing multi-period simulation tools to project and optimize performance in the context of flows and optionality
• Integrating third party risk models in various portfolio construction exercises
• Designing and maintaining procedures and tools that make data management and research more efficient
• Working closely with other quantitative and technology teams in the firm in leveraging best practices from a financial theory and technological perspective.
• Formulating new ideas for research that will help enhance frameworks and tools
• Following academic research and industry trends to constantly incorporate best practice

• Advanced degree in quantitative disciplines such as engineering, finance, operations research, or computer science is required
• Solid understanding of standard financial engineering techniques
• Excellent knowledge of statistics and optimization
• Strong Python programming expertise, including experience with FastAPI for building RESTful services, Numba for high-performance computing, and deploying solutions on cloud environments (AWS, Azure, or GCP)
• Strong background in technical infrastructure development, Git, and cloud technologies is advantageous
• Researching, implementing, and integrating Large Language Models (LLMs) and conversational AI technologies to develop intelligent client engagement tools and chatbots will be beneficial
• Experience managing and manipulating large data sets (preferably in SQL)
• Strong ability to learn and translate abstract…