{"id":3417011,"url":"https://alion.io/job/invesco-quantitative-researcher","title":"Quantitative Researcher","company":{"id":13836,"name":"Invesco","domain":"invesco.com","url":"https://alion.io/company/invesco","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":{"grade":"A","score":87,"open_postings":32,"ghost_share":0,"stale_share":0.5,"repost_share":0.031,"time_to_fill_p50_days":47,"computed_at":"2026-10-31T05:58:55Z"}},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"full_time","work_mode":"hybrid","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Atlanta, United States"],"countries":["US"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":119000,"max_usd":225000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":1343},"experience_years_min":7,"visa_sponsorship":false,"relocation_package":false,"has_equity":true,"technologies":[{"name":"Git","optional":false},{"name":"NumPy","optional":false},{"name":"Polars","optional":false},{"name":"Python","optional":false},{"name":"SciPy","optional":false},{"name":"SQL","optional":false},{"name":"Statsmodels","optional":false},{"name":"Time Series","optional":false}],"status":"live","first_seen_at":"2026-10-28T19:45:48Z","employer_posted_date":"2026-10-28","last_verified_at":"2026-10-31T04:56:37Z","board_verified":true,"closed_at":null,"days_open":2,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":2},"description":"About Invesco\nAs 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, come explore your potential at Invesco.\nWhat’s in it for you?\nOur people are at the very core of our success. Invesco employees get more out of life through our comprehensive compensation and benefit offerings including:\nFlexible paid time off\n\nHybrid work schedule\n\n401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution\n\nHealth & wellbeing benefits\n\nParental Leave benefits\n\nEmployee stock purchase plan\n\nJob Description\nYour Team\nMacro & Quantitative Research is a central research group within Invesco Fixed Income. The team covers macro strategy, including U.S. rates and foreign exchange, quantitative portfolio management, systematic research, and quantitative infrastructure. We develop models, analytics, and research tools used by portfolio managers across fundamental credit, rates, securitized, multi-sector, and systematic investment teams. The team works collaboratively to translate investment research into practical portfolio applications.\nYour Role\nAs a Senior Quantitative Researcher, you will serve as a quantitative research partner to portfolio managers across Invesco Fixed Income. You will conduct empirical research on fixed income markets, macroeconomic drivers, and relative-value opportunities and translate your findings into portfolio construction, asset allocation, and risk-management applications. You will independently lead research projects from hypothesis development and testing through implementation and production deployment. You will work closely with portfolio managers, economists, traders, fundamental analysts, and quantitative engineers across the fixed income platform.\nYou Will Be Responsible For:\nConducting empirical research on fixed income markets, macroeconomic drivers, relative value, and cross-asset relationships and translating the findings into actionable investment frameworks.\nBuilding tactical and strategic sector and asset-allocation models across credit, rates, securitized products, and emerging markets that connect macroeconomic and market views to portfolio positioning.\nDesigning and improving portfolio-construction and optimization frameworks for fundamental and systematic portfolios, incorporating transaction costs, liquidity, turnover, concentration, and other practical investment constraints.\nDeveloping risk, scenario-analysis, and performance-attribution tools that improve investment decision-making and provide transparency into return drivers, factor exposures, and tracking error.\nPartnering with portfolio managers, traders, economists, and other investment professionals to translate investment ideas into scalable research, analytics, and portfolio-implementation frameworks.\nDeveloping shared research tools, reusable analytical libraries, and data pipelines using production-quality code, version control, testing, documentation, and peer review.\nSupporting the research, design, and launch of new fixed income strategies and contributing to client-facing research, presentations, and investment materials.\nLeading defined research projects, mentoring junior colleagues, and contributing to consistent standards for research design, testing, documentation, and production implementation.\nThe Experience You Bring:\nSeven or more years of quantitative research experience in fixed income or multi-asset investing at an asset manager, hedge fund, bank, insurance company, pension fund, or index provider.\nA master’s degree or PhD in statistics, financial engineering, economics, operations research, mathematics, physics, computer science, or another relevant quantitative discipline.\nAdvanced Python skills, including experience with analytical libraries such as pandas or Polars, NumPy, SciPy, and statsmodels, together with strong SQL skills and working knowledge of Git.\nPractical experience with factor models, time-series econometrics, portfolio optimization, and empirical investment research.\nStrong knowledge of fixed income instruments and risk, including duration, yield curves, credit spreads, credit quality, liquidity, and benchmark-relative risk.\nExperience taking quantitative research from hypothesis development and testing through implementation in a live investment or production environment.\nAbility to independently solve complex research problems, exercise sound judgment, evaluate alternative approaches, and clearly communicate recommendations.\nAbility to explain complex quantitative concepts to non-quantitative investment professionals, build consensus, and work effectively across fundamental, quantitative, and technical teams.\nPreferred Experience\nExperience supporting fundamental fixed income portfolio managers or conducting multi-sector allocation research, including macro-conditioned models, risk budgeting, or long-horizon return forecasting.\nSystematic credit or rates experience involving bond-level factor signals, TRACE data, index-constituent data, liquidity analysis, or transaction-cost modeling.\nExperience with institutional risk and portfolio platforms such as Aladdin, Bloomberg PORT, BarraOne, or Axioma and fixed income data from providers such as Bloomberg or ICE.\nExperience applying machine-learning techniques with disciplined validation and economic interpretation in noisy financial datasets.\nFamiliarity with cloud data platforms, scalable quantitative research environments, and AI-assisted development and research tools.\nCFA designation or progress toward the designation.\nFull Time / Part Time\nFull timeWorker Type\nEmployeeJob Exempt (Yes / No)\nYesWorkplace Model\nPursuant to Invesco’s Workplace Policy, employees are expected to comply with the firm’s most current workplace model, which as of October 1, 2025, includes spending at least four full days each week working in an Invesco office. This reflects our belief that spending time together in the office helps us build stronger relationships, collaborate more easily, and support each other’s growth and development.\nThe 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.\nInvesco'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.","description_format":"text","description_chars":7399,"description_truncated":false,"requirements":{"experience_years_min":7,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"master","optional":false},"security_clearance":false,"languages":[]},"benefits":["Hybrid work","Parental leave"],"hiring_locations":[{"name":"United States","iso":"US","kind":"country"}],"hiring_excludes":[],"relocation_offered":false,"industries":["Asset Management & Funds"],"lifecycle":[{"event":"open","at":"2026-10-28T19:45:48Z"}],"visa":[],"liveness":{"score":63,"band":"ok","label":"Likely open","p_open":1,"p_active":0.632,"p_room":1,"age_days":2,"expected_fill_days":47,"reasons":["conf:1","stale_co","velocity","win:early","comp:brand"],"computed_at":"2026-10-31T05:58:55Z"},"pay":null,"html_url":"https://alion.io/job/invesco-quantitative-researcher","json_url":"https://alion.io/job/invesco-quantitative-researcher.json","meta":{"generated_at":"2026-10-31T13:21:55Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":20734,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-11-01T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":13836},"rest":"https://alion.io/mcp/rest/get_company?id=13836"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Finvesco-quantitative-researcher"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Finvesco-quantitative-researcher"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Finvesco-quantitative-researcher"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/invesco-quantitative-researcher\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Finvesco-quantitative-researcher"}],"agent":{"mcp":"https://alion.io/mcp/jobs","mcp_open":"https://alion.io/mcp/open","next":[{"tool":"get_job","arguments":{"id":3417011}},{"tool":"search_jobs","arguments":{"company":"invesco.com","detail":"compact"}},{"tool":"match_people","arguments":{"job_id":3417011},"note":"people open to offers who fit this vacancy"}],"note":"The same data through MCP tools: https://alion.io/mcp/open needs no sign-in (compact searches, postings, people); https://alion.io/mcp with an Alion account has everything. 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