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.

Your Team

Macro & 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.

Your Role

As 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.

You Will Be Responsible For:

• Conducting empirical research on fixed income markets, macroeconomic drivers, relative value, and cross-asset relationships and translating the findings into actionable investment frameworks.
• Building 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.
• Designing and improving portfolio-construction and optimization frameworks for fundamental and systematic portfolios, incorporating transaction costs, liquidity, turnover, concentration, and other practical investment constraints.
• Developing risk, scenario-analysis, and performance-attribution tools that improve investment decision-making and provide transparency into return drivers, factor exposures, and tracking error.
• Partnering with portfolio managers, traders, economists, and other investment professionals to translate investment ideas into scalable research, analytics, and portfolio-implementation frameworks.
• Developing shared research tools, reusable analytical libraries, and data pipelines using production-quality code, version control, testing, documentation, and peer review.
• Supporting the research, design, and launch of new fixed income strategies and contributing to client-facing research, presentations, and investment materials.
• Leading defined research projects, mentoring junior colleagues, and contributing to consistent standards for research design, testing, documentation, and production implementation.

The Experience You Bring:

• Seven 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.
• A master’s degree or PhD in statistics, financial engineering, economics, operations research, mathematics, physics, computer science, or another relevant quantitative discipline.
• Advanced 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.
• Practical experience with factor models, time-series econometrics, portfolio optimization, and empirical investment research.
• Strong knowledge of fixed income instruments and risk, including duration, yield curves, credit spreads, credit quality, liquidity, and benchmark-relative risk.
• Experience taking quantitative research from hypothesis development and testing through implementation in a live investment or production environment.
• Ability to independently solve complex research problems, exercise sound judgment, evaluate alternative approaches, and clearly communicate recommendations.
• Ability to explain complex quantitative concepts to non-quantitative investment professionals, build consensus, and work effectively across fundamental, quantitative, and technical teams.

Preferred Experience

• Experience supporting fundamental fixed income portfolio managers or conducting multi-sector allocation research, including macro-conditioned models, risk budgeting, or long-horizon return forecasting.
• Systematic credit or rates experience involving bond-level factor signals, TRACE data, index-constituent data, liquidity analysis, or transaction-cost modeling.
• Experience 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.
• Experience applying machine-learning techniques with disciplined validation and economic interpretation in noisy financial datasets.
• Familiarity with cloud data platforms, scalable quantitative research environments, and AI-assisted development and research tools.
• CFA designation or progress toward the designation.

Full Time / Part Time

Worker Type

Job Exempt (Yes / No)

Workplace Model

Pursuant 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.

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.