Quantitative Strategies Research Intern

Invesco • New York City, NY

5d • Hybrid

About The Position

Invesco is seeking a Quantitative Research Intern for its Solutions and Custom Strategies (SCS) team in New York City. The team comprises approximately 80 investment professionals managing systematic and factor-based strategies across equities, fixed income, commodities, and multi-asset, including custom separately managed accounts. The intern will help develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally; investigate tools, techniques, and metrics that can provide greater insight into portfolios; manage data and other analytics; contribute to alpha research and portfolio construction; and conduct rigorous statistical research for strategy development and ongoing management.

The role calls for strong analytical and mathematical skills, coding experience, econometrics and statistics knowledge, and an interest in quantitative, research-driven investment management. Candidates should have an excellent academic background and be working toward an advanced degree in a quantitative field. The position is full-time and non-exempt, with an hourly rate of $65. Invesco’s workplace policy, as of October 1, 2025, expects employees to work at least four full days each week in an Invesco office.

Requirements

• Very strong analytical and mathematical skills, including optimization techniques.
• Good coding skills with extensive hands-on experience in R, Python, or other programming languages.
• Excellent working knowledge of econometrics and statistics, including time-series analysis.
• Experience with financial databases such as Compustat, Worldscope, or DataStream, and risk and optimization tools such as Axioma or Barra.
• Passion for quantitative, research-driven investment management.
• Results-oriented approach with a strong emphasis on high-quality execution.
• Strong written and verbal communication skills and the ability to communicate with a range of constituents, including researchers, portfolio managers, distribution teams, intermediaries, and clients.
• Ability to work collaboratively across groups while remaining focused on research execution.
• Reliable and responsible team player who fulfills their area of responsibility.
• Excellent academic background, including demonstrated academic excellence such as high GPAs and standardized test scores.
• Working toward an advanced degree in a quantitative field such as economics, finance, computer science, or applied mathematics.

Nice To Haves

• Experience working in cloud-based environments such as AWS.

Responsibilities

• Develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally.
• Investigate and identify tools, techniques, and metrics that offer greater insight into portfolios and enhance value for clients.
• Help manage information, including data and analytics.
• Participate in developing and evolving alpha and portfolio construction for strategies.
• Perform rigorous research and statistical analysis for strategy development and ongoing management.

Benefits

• Flexible paid time off
• Hybrid work schedule
• 401(k) matching of 100% up to the first 6%, with a discretionary supplemental contribution
• Health and wellbeing benefits
• Parental leave benefits
• Employee stock purchase plan

What This Job Offers

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