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, come explore your potential at Invesco. About the Role Invesco is seeking a Quantitative Researcher for its Capital Markets Systematic Trading Research team. The role involves generating trading insights and improving execution outcomes across global markets and asset classes. It combines quantitative research, market and trading data analysis, transaction cost analysis, and tool development to support more effective trading strategies and investment outcomes. This is an exciting opportunity for a technically skilled, collaborative researcher with strong SQL and R/Python capabilities and experience in execution analytics, TCA, or algorithmic trading research. Responsibilities 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 Requirements MSc or PhD in STEM major such as statistics, mathematics, computer science, computational physics/chemistry/biology; or Bachelor’s degree with 2+ years’ relevant experience and strong technical skills Hands‑on experience with SQL and R/Python, and mastery of data science tools such as Shiny, R/Python Notebook, or ability to quickly learn such tools Preferred 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 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 Team player, open‑minded, accustomed 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 and communicate effectively 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 Compensation and Benefits 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. Benefits include: Flexible paid time off Hybrid work schedule 401(k) matching of 100% up to the first 6% with discretionary supplemental contribution Health & wellness benefits Parental leave benefits Employee stock purchase plan Job Details Job type: Full time Worker type: Employee Job exempt: Yes Workplace model: Invesco’s Workplace Policy requires spending at least four full days each week working in an Invesco office (effective October 1, 2025). Equal Opportunity Employer 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. #J-18808-Ljbffr Invesco