Senior Quantitative Analyst
Invesco is a leading global asset management firm with more than $937B* in assets under management. We provide our retail and institutional clients a diverse and comprehensive range of investment capabilities to help people get more out of life. Invesco is publicly traded on the New York Stock Exchange (IVZ) and has about 7,000 employees in over 20 countries.
(*As of December 31, 2017)
Job Purpose (Job Summary):
This position will drive the day to day quantitative research processes under the supervision of the Director of Quant research. Functions include model and intellectual property development in factor and macro research from a quantitative perspective that underpin future product designs across fixed income sectors. Drive further development of existing tools that support strategy analysis, economic data analysis and forecasting, portfolio risk analysis, and integration of new and existing quantitative tools and databases.
Key Responsibilities / Duties:
* Lead the day to day execution of our research processes related to FI factor investing.
* Collaborate and provide guidance to other investment areas in tying FI factor research to multi –asset multi-factor products (IQS & Solutions)
* Performs maintenance and improve existing infrastructure for all our quantitative production process for macro research.
* Researches cyclical and structural drivers of global economic performance using statistical and fundamental analysis.
* Communicates the results of economic and market models across the platform.
* Helps synthesize quantitative models with fundamental analysis to formulate investment strategies with superior risk adjusted returns or product development.
* Serve as quantitative resource to broader IFI platform for quantitative analysis needs
* Develops expertise in current set of quantitative tools and databases used by multi-sector product team.
* Writes code for development of quantitative tools.
* Examines and communicates analysis of quantitative models developed by third parties to assess potential value and usage in the team’s overall quantitative approach.
* Builds expertise on structure and characteristics of physical and derivative securities.
* Interacts with other Invesco quant groups for insights and potential synergies across groups.
* Serve as quantitative resource to broader IFI platform for quantitative analysis needs.
Work Experience / Knowledge:
* 5-10 years of quantitative/econometric research experience in Fixed Income
* Knowledge of the principles of investment analysis, statistics as would be acquired through the completion of a Bachelor’s degree in Business, Finance or related field is preferred
Skills / Other Personal Attributes Required:
* Strong ability to communicate and present ideas to internal and external parties in a manner that burnishes the reputation of our research efforts.
* Strong programming skills and analytical skills
* Ability to collaborate across a matrix environment is critical.
* Ability to gather and interpret market data from various sources such as third party and in-house databases.
* Ability to prioritize work, meet deadlines, and concentrate on details in a fast-paced work environment.
* The ability to lead a team and develop junior talent.
Formal Education: (minimum requirement to perform job duties)
* PhD in quantitative discipline or equivalent required
FLSA (US Only): Exempt
The above information on this description has been designed to indicate the general nature and level of work performed by employees within this role. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job. The job holder may be required to perform other duties as deemed appropriate by their manager from time to time.
Invesco's culture of inclusivity and its commitment to diversity in the workplace are demonstrated through our people practices. We are proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, creed, color, religion, sex, gender, gender identity, sexual orientation, marital status, national origin, citizenship status, disability, age, or veteran status. Our equal opportunity employment efforts comply with all applicable U.S. state and federal laws governing non-discrimination in employment.