Quantitative Strategies Research Intern

Invesco Ltd. • New York, NY

7d • Hybrid

About The Position

Invesco is seeking a Quantitative Research Intern for its Solutions and Custom Strategies (SCS) team in New York City. The SCS 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 strategies for institutional and retail clients worldwide. The role involves investigating tools, techniques, and metrics for gaining insight into portfolios; managing data and analytics; contributing to alpha research and portfolio construction; and conducting rigorous statistical research for strategy development and ongoing management.

The position is full-time. The hourly rate listed for New York, New York is $65. Employees are expected to spend at least four full days each week working in an Invesco office under the workplace model described as current as of October 1, 2025.

Requirements

• Very strong analytical and mathematical skills, including optimization techniques.
• Good coding skills, with extensive hands-on experience in R, Python, or other languages.
• Excellent working knowledge of econometrics and statistics, including time-series analysis.
• 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.
• Strong written and verbal communication skills.
• Ability to communicate effectively with quantitative researchers, portfolio managers, client portfolio managers, distribution teams, intermediaries, and clients.
• Ability to collaborate across groups while staying focused on execution of the core research function.
• Reliability and responsibility in fulfilling assigned responsibilities.

Nice To Haves

• Experience working in cloud-based environments such as AWS.
• Experience with financial databases such as Compustat, Worldscope, or DataStream.
• Experience with risk and optimization tools such as Axioma or Barra.
• Passion for quantitative, research-driven investment management.
• Results-oriented approach with an emphasis on high-quality execution.
• Motivation and determination.

Responsibilities

• Develop and enhance quantitative and factor-based investment strategies for institutional and retail clients globally.
• Investigate and identify tools, techniques, and metrics that provide greater insight into portfolios and enhance value for clients.
• Help manage information, including data and other analytics.
• Participate in developing and evolving strategy alpha and portfolio construction.
• 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