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Quantitative Researcher
INVESCO Asset Management
Atlanta, GA, United States
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Description
Invesco is a leading global asset management firm with more than $937B* in assets under management. We provide our retail and institutional clients a diverse and comprehensive range of investment capabilities to help people get more out of life. Invesco is publicly traded on the New York Stock Exchange (IVZ) and has about 7,000 employees in over 20 countries.
(*As of December 31, 2017)
Job Purpose (Job Summary): The Quantitative Researcher (QR) plays a key role within the Research & Development function of Invesco’s Global Trading group. The candidate will join an experienced QR team responsible for conducting rigorous analysis of Invesco’s trading operations across asset classes and geographies. The candidate will be expected to contribute to and lead various projects to extract trading insights from Invesco’s order flow and help achieve optimal usage of various electronic trading strategies.
Key Responsibilities / Duties:
• Investigate the properties of Invesco’s orders by developing rigorous transaction cost analysis
• Research the properties of trading algorithms and investigate their optimal usage
• Partner with various investment teams across the globe in order to better understand the nature of their trading approach, the associated market impact and its implications for their portfolios
• Help identify areas of trading operation 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
Qualifications
Work Experience / Knowledge:
• Candidates must have hands on experience with SQL and R/Python, and master data science tools such as Shiny, R/Python Notebook; otherwise the ability to quickly learn such tools must be demonstrated
• Candidates with experience with tick data tools (KDB+/Onetick), GIT and UNIX environment are preferred
• Candidates with experience in transaction cost analysis, or conducting algorithmic trading research, or developing execution algorithms at a reputable buy-side firm, hedge fund or top tier investment bank are preferred
• Candidates should demonstrate good knowledge of broad quantitative finance concepts and methodologies; specific knowledge on financial market microstructure, OMS/EMS, order execution and reporting process is a plus
Skills / Other Personal Attributes Required:
• Team player, open minded, used to a collaborative work environment
• Pragmatic mind with a preference for hands on work over purely theoretical development
• Excellent verbal and written communication skills
• Ability to conduct complex analysis and present data in a meaningful way
• Strong organizational skills and detail oriented
Formal Education:
• MSc or PhD in STEM major such as financial engineering, statistics, mathematics, computer science, computational physics/chemistry/biology
• Or Bachelor’s degree with 2+ years’ relevant experience and strong technical skills
License / Registration / Certification:
• None
The above information on this description has been designed to indicate the general nature and level of work performed by employees within this role. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job. The job holder may be required to perform other duties as deemed appropriate by their manager from time to time.
Invesco's culture of inclusivity and its commitment to diversity in the workplace are demonstrated through our people practices. We are proud to be 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 opportunity employment efforts comply with all applicable U.S. state and federal laws governing non-discrimination in employment.
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