Quantitative Intern - Portfolio Engineering and Analytics

Invesco Ltd. • Boston, MA

1d • Onsite

About The Position

The Quantitative Intern will join Invesco’s Portfolio Construction and Engineering team in Boston for a summer internship. The team combines quantitative finance, technology, and financial research, with work spanning multi-asset portfolio construction models, systematic fixed-income portfolios, and risk models for public and private assets. It has also developed Vision, a cloud-based investment management platform for institutional and retail clients.

The intern will work closely with senior team members, explore financial technology, and complete quantitative analysis assignments. Work may support research in strategic, long-term risk-aware and dynamic, macro-regime-driven asset allocation; portfolio construction and optimization; and risk modeling for public and private assets. The role is based in Invesco’s Boston office, and employees are expected to spend at least four full days each week in an Invesco office under the workplace policy described in the posting.

Requirements

• Be enrolled in a master’s or PhD program in a quantitative discipline, such as engineering, financial engineering or financial mathematics, operations research, statistics, applied mathematics, or computer science, and plan to return to study after the internship.
• Have strong Python programming skills, including experience with the scientific stack (NumPy, pandas, and SciPy).
• Have a solid foundation in statistics, probability, and optimization, and be able to translate abstract principles into systematic, algorithmic representations.
• Have experience managing and manipulating large datasets, preferably using SQL, including working with unstructured data and transforming it into an analysis-ready format.
• Demonstrate interest in finance, economics, and capital markets, and working familiarity with portfolio concepts such as mean-variance optimization, factor models, and standard risk and performance metrics.
• Have very strong attention to detail and an internal drive to sanity-check and triangulate results.
• Be able to work in Invesco’s Boston office.
• Be able to prioritize work and allocate time efficiently to maximize impact.
• Have strong interpersonal and partnership skills, with clear written and verbal communication of technical results to non-technical audiences.
• Be a self-starter who desires to excel and can thrive in a fast-paced environment.

Nice To Haves

• Exposure to scikit-learn, PyTorch, or TensorFlow.
• Familiarity with Git and collaborative development workflows, including code review and CI/CD, and cloud environments such as AWS or Azure.
• Exposure to building or consuming RESTful services, such as FastAPI, and to front-end or visualization work in JavaScript.
• Coursework or project experience with Large Language Models and agentic AI tooling, such as LangChain, RAG, or vector databases.
• Exposure to third-party risk models such as BarraOne or Axioma.
• Progress toward the CFA designation.

Responsibilities

• Work closely with senior members of the Portfolio Construction and Engineering team.
• Conduct rigorous quantitative analysis assignments.
• Contribute to research in strategic and dynamic asset allocation, portfolio construction and optimization, and risk modeling for public and private assets.

Benefits

• Company networking events with other interns
• Peer Sponsor Program
• Leadership Connection series
• Virtual Lunch and Learns
• Invesco Cares volunteer events
• Complimentary coffee and snacks
• 401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution

What This Job Offers

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