Quantitative Developer

Invesco • Downers Grove, IL

1d • Hybrid

About The Position

As one of the world’s leading independent global investment firms, Invesco is dedicated to rethinking possibilities for our clients. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world. If you're looking for challenging work, intelligent colleagues, and exposure across a global footprint, come explore your potential at Invesco.

Requirements

• Must have a Bachelor’s degree or in Math, Financial Engineering, Quantitative/Computational Finance or similar quantitative field
• Must have 2 years of experience in quantitative analyst/ developer positions in a finance-related industry utilizing/performing the following:
• Working with large datasets of at least 1 million+ rows, 30+ columns
• Creating and maintaining ETL processes.
• Demonstrating strong mathematical skills
• Utilizing R, Python, and SAS for programming, SQL, and Excel
• Work or educational background must include: Applying understanding of portfolio management theories
• Asset Management, Financial Products and Financial Markets.

Responsibilities

• Work closely with Portfolio Management, Analysts, Operations and Technology to provide data analytics, portfolio management technology solutions and custom analysis, investment research and portfolio level reporting.
• Build and maintain efficient Extract, Load and Transform pipelines that facilitate the gathering of data from multiple channels at Invesco, ensuring its proper normalization in the team's local data warehouse.
• Responsible for integration, management and accessibility of data within the team's database system.
• Develop user-friendly GUI front-ends, allowing non-technical team members of the team to access application functionalities.
• Navigate the team through the firm-wide data migration movement and make it a seamless switch to the Cloud-based Snowflake environment while ensuring that there is no data lost.
• Conduct recurring optimizations in R and post-optimization analysis for the select funds to reduce tracking error within the applicable constraints.
• Automate the existing processes in Python and R to improve efficiency, reduce costs and eliminate errors.
• Debug and fix any issues in the team’s legacy processes written in Excel VBA, Python, R, etc.

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level