Quant Researcher, Trading

About the role

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading Research team. The role involves generating trading insights and improving execution outcomes across global markets and asset classes. Key responsibilities include investigating order properties, collaborating with investment teams, analyzing market and trading data, and building transaction cost analysis reports.

Responsibilities

• Investigate the properties of Invesco’s orders using transaction cost analysis
• Research execution tools across asset classes
• Partner with various investment teams across the globe to better understand execution requirements
• Identify areas of trading strategy improvements
• Analyze market and trading data and create models to improve existing trading tools and strategies
• Build and help automate various transaction cost analysis (TCA) reports

Requirements

• MSc or PhD in STEM major such as statistics, mathematics, computer science, computational physics/chemistry/biology; or, Bachelor’s degree with 2+ years’ relevant experience and strong technical skills
• Candidates must have hands-on experience with SQL and R/Python, and master data science tools such as Shiny, R/Python Notebook; otherwise, the ability to quickly learn such tools must be demonstrated
• Candidates with experience in transaction cost analysis, or conducting algorithmic trading research, or developing execution algorithms at a reputable buy-side firm, hedge fund or top tier investment bank are preferred
• Demonstrate good knowledge of broad quantitative finance concepts and methodologies; specific knowledge on financial market microstructure, OMS/EMS, order execution and reporting process is a plus
• Team player, open-minded, used to a collaborative work environment
• Excellent technical verbal and written communication skills. Ability to communicate a big picture idea and then zoom into the details and communicate effectively
• Pragmatic mind with a preference for hands-on work over purely theoretical development
• Strong organizational skills and detail-oriented

Benefits

The salary range for this position in New York, NY is $120,000-160,000 base/year. The total compensation offered for this position includes salary and incentive pay and will vary based on skills, experience and location. Full Time / Part Time Full time Worker Type Employee Job Exempt (Yes / No) Yes