Quantitative Engineer

About the role

The Quantitative Engineer will join Invesco’s Strategy & Execution team within the Investment Risk group. You will design and build automated solutions that enhance risk monitoring, streamline data pipelines, and support portfolio construction across global asset classes.

Key responsibilities

• Develop and maintain software tools that automate risk‑management tasks.
• Collaborate with senior risk analysts to translate quantitative models into production‑ready code.
• Integrate cloud‑based services (e.g., AWS) and vendor data feeds into the risk platform.
• Apply machine‑learning techniques to improve risk‑prediction accuracy.
• Document solutions and ensure alignment with organizational risk frameworks.

Required profile

• Degree in Statistics, Economics, Financial Engineering, Computer Science or a related quantitative field.
• Experience working in a team‑oriented, technology‑focused environment.
• Familiarity with financial instruments and international markets (equities, fixed income, FX, derivatives).
• Optional certifications such as CFA, FRM/PRM, or an MBA in Finance are a plus.

Required skills

• Intermediate to advanced coding in Python, R, and SQL.
• Experience with cloud platforms, particularly AWS.
• Knowledge of machine‑learning and AI applications.
• Hands‑on use of vendor software: Barra, RiskMetrics, FactSet, Charles River, Aladdin, Bloomberg, Morningstar, Macrobond, Compustat, Worldscope, DataStream.

What we offer

• Flexible paid time off and hybrid work schedule.
• 401(k) matching up to 6% plus discretionary contributions.
• Comprehensive health and wellbeing benefits.
• Parental leave and employee stock purchase plan.