200+ applicants
Invesco US ยท 3 days ago
Quantitative Analyst, Solutions Research & Analytics
Boston, MA
Full-time
Hybrid
Senior Level
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Insider Connection @Invesco US
Responsibilities
Helping construct custom models 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
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 the rest of solutions research and technology groups 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 so as to constantly incorporate best practices
Qualification
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Required
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
Excellent programming skills (preferably in Python)
Experience in developing and deploying machine learning models, with a focus on neural network architectures like LSTM, CNNs and transformers in financial contexts
Proficient in programming scikit-learn, TensorFlow and PyTorch for neural network modeling
Experience managing and manipulating large data sets (preferably in SQL)
Strong ability to learn and translate abstract principles into systematic algorithmic representations
Some experience using third party risk models such as BarraOne or Axioma
Preferred
Progress towards CFA designation preferred
Ability to prioritize work and allocate time efficiently to maximize impact to investment process
Very strong attention to detail with internal drive to sanity check and triangulate results
Strong interpersonal and partnership skills
Passion to deliver excellent work
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
Company
Invesco US
Invesco is dedicated to helping investors around the world rethink possibility.
Founded in 1935
5,001-10,000 employees
H1B Sponsorship
Invesco US has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Trends of Total Sponsorships
2023 (32)
2022 (70)
2021 (62)
2020 (55)
Funding
Current Stage
Late StageLeadership Team
Glenn Brightman
Chief Operating Officer, Americas
John Zerr
Chief Operating Officer, Americas
Recent News
2024-05-13
The Motley Fool
2024-05-05
PRNewswire
2024-04-30
Company data provided by crunchbase
