Quant Researcher, Trading

About Invesco

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, explore your potential at Invesco.

• 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

About the Role:

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading Research team, where they will help generate trading insights and improve execution outcomes across global markets and asset classes. The role combines quantitative research, market and trading data analysis, transaction cost analysis, and tool development to support more effective trading strategies and investment outcomes.

• Investigate the properties of Invesco’s orders using transaction cost analysis.
• Research execution tools across asset classes.
• Partner with various investment teams across the globe to better understand execution requirements.
• Help identify areas of trading strategy improvements.
• Analyze market and trading data and create models to improve existing trading tools and strategies.
• Build and help automate various transaction cost analysis (TCA) reports.

• MSc or PhD in a STEM major such as statistics, mathematics, computer science, computational physics/chemistry/biology; or a Bachelor’s degree with at least two years of relevant experience and strong technical skills.
• Hands‑on experience with SQL and R/Python, and mastery of data science tools such as Shiny or R/Python Notebook; otherwise, an ability to quickly learn such tools must be demonstrated.
• Experience in transaction cost analysis, algorithmic trading research, or developing execution algorithms at a reputable buy‑side firm, hedge fund, or top‑tier investment bank is preferred.
• Good knowledge of broad quantitative finance concepts and methodologies; specific knowledge of financial market microstructure, OMS/EMS, order execution and reporting processes is a plus.
• Team player, open‑minded, used to a collaborative work environment.
• Excellent technical verbal and written communication skills.
• Ability to communicate a big‑picture idea and then zoom into the details.
• Pragmatic mind with a preference for hands‑on work over purely theoretical development.
• Ability to conduct complex analysis and present data in a meaningful way.
• Strong organizational skills and detail oriented.

The salary range for this position in New York, NY is $120,000–160,000 base/year. The total compensation offered includes salary and incentive pay and will vary based on skills, experience and location.

Employees are expected to comply with Invesco’s most current workplace model, which as of October1, 2025, requires spending at least four full days each week working in an Invesco office.

Invesco is an equal‑opportunity employer. All qualified applicants will receive consideration for employment without regard to race, creed, color, religion, sex, gender, gender identity, sexual orientation, marital status, national origin, citizenship status, disability, age, or veteran status. Our equal‑employment efforts comply with all applicable U.S. state and federal laws governing non‑discrimination in employment.