Quantitative Analyst, Portfolio Engineering & Analytics jobs in United States
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Invesco · 1 day ago

Quantitative Analyst, Portfolio Engineering & Analytics

Invesco is one of the world’s leading independent global investment firms, dedicated to rethinking possibilities for clients. The role involves developing and systematizing multi-asset investment frameworks, performing research, managing data, and developing APIs to enhance investment capabilities.

FinanceFinancial ServicesVenture Capital
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H1B Sponsor Likelynote

Responsibilities

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

Qualification

Advanced degreeFinancial engineering techniquesStatisticsOptimizationPython programmingNLP techniquesScikit-learnTensorFlowPyTorchSQLCFA designationData managementAlgorithmic representationThird party risk models

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)
Some understanding of NLP techniques, including tokenization, embeddings, transformers, and dialogue systems
Proficient in programming scikit-learn, TensorFlow and PyTorch and understanding of deploying LLMs for conversational AI applications
Experience managing and manipulating large data sets (preferably in SQL)
Strong ability to learn and translate abstract principles into systematic algorithmic representations

Preferred

Some experience using third party risk models such as BarraOne or Axioma will be a plus
Progress towards CFA designation preferred

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

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Invesco is an independent global investment management firm dedicated to delivering an investment experience that helps people get more out of life.

H1B Sponsorship

Invesco 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
Represents job field similar to this job
Trends of Total Sponsorships
2025 (57)
2024 (60)
2023 (54)
2022 (63)
2021 (63)
2020 (67)

Funding

Current Stage
Late Stage

Leadership Team

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Kelvin Liu
Partner & Senior Portfolio Manager
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Company data provided by crunchbase