F/T Research Analyst at Invesco (New York, NY) Generate creative ideas and work on innovative research projects, targeted at the enhancement and evolution of our proprietary multi-factor return, risk and transaction cost models. Perform cutting-edge research in alpha, optimization, portfolio construction and trading. Develop research tools for doing quantitative analysis, portfolio construction, and performance and risk attribution. Investigate and transform new data sources and large data sets (including alternative data) into investment strategies and products. Present research process and results internally and externally. Must have a Master’s degree in Statistics, Financial Engineering, Economics or related quantitative field, including completion of graduate-level courses covering each of the following: Macroeconomics, Asset pricing, Fixed Income, Derivatives, Econometrics, Time-series analysis, Optimization, Quantitative financial research, Capital Markets, Statistics, Machine Learning, Simulation Modeling, Investment and Portfolio Management, Big Data Technology, Microeconomics, and Corporate finance and Accounting. Work or educational background must have included demonstrated knowledge of the following: Quantitative research and modeling; Factor Research; Working with financial/economic databases; including: Compustat, WorldScope, IBES, CRSP, IDC, Bloomberg, and Wind; Coding in high-level languages including R, Python, MATLAB, Stata and SQL; and Authoring and/or co-authoring papers, articles, reports or similar publications. Position may be eligible to work hybrid/remotely but is based out of and reports to Invesco offices in New York, NY. Must be available to travel to New York, NY regularly for meetings and reviews with manager and project teams within 24-hours’ notice. Salary Range: $100,000 - $130,000. Apply online (https://careers.invesco.com/) or email resume to: Niamh McNamee, Global Mobility Specialist, [email protected].
Minimum Salary: 100000Maximum Salary: 130000Salary Unit: Yearly