Invesco Quantitative Strategies Team (IQS) is seeking a Quantitative Research Intern to develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally, and to investigate tools and techniques for greater portfolio insight and value-add to clients.
Requirements
- Very strong analytical and mathematical skills, including optimization techniques
- Good coding skills with extensive hands-on experience in R, Python or other languages.
- Experience working in cloud-based environments such as AWS is a plus
- Excellent working knowledge of econometrics and statistics including time-series analysis
- Experience with financial databases such as Compustat, Worldscope, DataStream etc. and risk and optimization tools such as Axioma, Barra
Responsibilities
- Develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally.
- Help investigate, explore, and identify tools, techniques, and metrics offering greater insight & perspective on portfolios to enhance value-add to clients.
- Help manage information including data and other analytics.
- Participate in the development and evolution of alpha and portfolio construction of strategies.
- Perform rigorous research and statistical analysis for all aspects of strategy development and ongoing management.
Other
- Must be pursuing a Bachelor’s or Master's degree graduating between December 2026 and Summer 2027 with a minimum GPA of 3.2 on a 4.0 scale
- Passion for quantitative, research driven investment management
- Results oriented, with strong emphasis on high-quality execution
- Strong demonstrated written and verbal communication skills
- Ability to communicate effectively with a range of constituents, including other quantitative researchers and portfolio managers, client portfolio managers, distribution teams, intermediaries, and clients
