Senior Quantitative Developer
About The Position
Invesco is seeking a Senior Quantitative Developer to join their team. This role involves providing data analytics, portfolio management technology solutions, custom analysis, investment research, and portfolio-level reporting. The developer will be responsible for building and maintaining ETL pipelines, developing user-friendly GUI front-ends, managing data migration to a cloud-based Snowflake environment, conducting optimizations to reduce tracking error, and automating existing processes. The role also includes debugging and fixing issues in legacy processes. Invesco is a leading independent global investment firm dedicated to rethinking possibilities for its clients. They offer a wide range of investment strategies and vehicles and are looking for individuals who seek challenging work, intelligent colleagues, and global exposure.
Requirements
- Bachelor’s degree or in Math, Financial Engineering, Quantitative/Computational Finance or similar quantitative field.
- 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
- Knowledge of Financial and Credit Markets
- Utilizing R, Python, and SAS for programming; SQL; and Excel
- At least 1 year of experience with:
- Applying understanding of portfolio management theories
- Asset Management and Financial Products
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
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What This Job Offers
Job Type
Full-time
Career Level
Senior
