Quantitative Intern - Portfolio Engineering and Analytics

invesco; Boston (MA); On-site; USD 34,000 - 55,000; Full time

Benefits offered by this job

Networking events with interns

Peer Sponsor Program

Leadership Connection series

Virtual Lunch and Learns

Invesco Cares volunteer events

Complimentary coffee and snacks

401(K) matching up to 6% with a bonus

Job summary

Invesco is offering a summer internship in Boston within the Portfolio Construction and Engineering team. You will work closely with senior members on quantitative analysis, asset allocation research, and risk modelling, applying modern financial tech to multi‑asset solutions. Strong Python/SQL skills and a passion for finance are essential.

Relocation/housing isn’t provided. You’ll gain exposure to global assets and participate in a collaborative, learning-focused program at our Boston office.

Qualifications

• Enrolled in a master's or PhD program in a quantitative discipline and returning to study after the internship.
• Strong programming skills in Python, including the scientific stack (NumPy, pandas, SciPy) with exposure to ML frameworks a plus.
• Solid foundation in statistics, probability, and optimization; ability to translate concepts into algorithmic representations.
• Experience manipulating large datasets, preferably with SQL, and transforming unstructured data into analysis-ready formats.
• Demonstrated interest in finance, economics, and capital markets; understanding of mean-variance optimization and risk metrics.
• Attention to detail and ability to sanity check results; relocation/housing not included for interns.
• Must be able to work in Invesco's Boston office.

Responsibilities

• Work closely with senior members of the Portfolio Construction and Engineering team.
• Engage in rigorous quantitative analysis assignments in asset allocation, portfolio construction, and risk modelling.
• Contribute to development of multi-asset investment capabilities and tooling.

Skills

Python

SQL

Statistics

Pandas/Numpy

Git & CI/CD

Cloud basics (AWS/Azure)

RESTful services

FastAPI

LangChain / vector databases

Education

Master's or PhD in a quantitative field

Tools

Git

AWS

Azure

REST APIs

FastAPI

LangChain

Pandas

NumPy

Scikit-learn

Job description

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.

What's in it for you?

Our people are at the very core of our success. Invesco employees get more out of life through our benefit and perk offerings including:

• Company networking events with other interns
• Peer Sponsor Program
• Leadership Connection series
• Virtual Lunch and Learns
• Invesco Cares volunteer events
• Complimentary coffee and snacks
• 401(K) matching of 100% up to the first 6% with a discretionary supplemental contribution

Job Description

Solutions and Custom Strategies

The Invesco Solutions and Custom Strategies team comprises the firm's systematic investing and multi-asset solutions businesses, offering distinct investment capabilities across systematic equities, multi-asset, and alternative solutions. With over 160 members and decades of industry experience, the team possesses depth and breadth of capabilities to address unique client challenges across a wide range of investment outcomes. With presence in 20 regional markets, the team brings local market knowledge combined with a strong global perspective. Collectively, the team is responsible for over USD 250 billion in total assets, including USD 56.6 billion in multi-asset solutions assets managed by a team of 25+ investment professionals with an average of 12 years of experience (as of June 30, 2026).

About Portfolio Construction and Engineering Team

The Portfolio Construction and Engineering team is an amalgamation of Quantitative finance, Technology, and cutting-edge financial research. The team comprise of individuals from diverse regions of the world with education from the top-notch engineering and science programs from around the world. Our responsibilities span from building multi-asset portfolio construction models to creating systematic fixed income portfolios and managing risk models for both public and private assets. The team has also pioneered "Vision", a cloud-based investment management platform that provides a 360-degree investment overview to both institutional and retail clients and help them make complex investment decisions.

Internship Overview

As a summer intern based in our Boston office, you'll have the unique opportunity to work closely with senior members of Portfolio Construction and Engineering team, delve into cutting-edge financial technology, and engage in rigorous quantitative analysis assignments. This summer, we're seeking exceptional candidates who can help us expand our knowledge and capabilities in areas such as strategic (long-term, risk-aware) and dynamic (macro-regime driven) asset allocation research, portfolio construction and optimization, and risk modelling for public and private assets.

Minimum Qualifications

• Enrolled in a master's or PhD program in a quantitative discipline - engineering, financial engineering or financial maths, operations research, statistics, applied mathematics, computer science, or a related field - returning to study after the internship.
• Strong programming skills in Python, including the scientific stack (NumPy, pandas, SciPy); exposure to scikit-learn, PyTorch, or TensorFlow is a plus.
• Solid foundation in statistics, probability, and optimization, with the ability to translate abstract principles into systematic, algorithmic representations.
• Experience managing and manipulating large datasets, preferably using SQL, including the ability to work with unstructured data and transform it into a usable, analysis-ready format.
• Demonstrated interest in finance, economics, and capital markets, and a working familiarity with core portfolio concepts such as mean-variance optimization, factor models, and standard risk and performance metrics.
• Very strong attention to detail, with an internal drive to sanity check and triangulate results.
• Relocation and housing will not be included if an offer is extended.
• Must be able to work in Invesco's Boston office.

Preferred Qualifications

• Familiarity with Git and collaborative development workflows (code review, CI/CD) and with cloud environments such as AWS or Azure.
• Exposure to building or consuming RESTful services (e.g. FastAPI) and to front-end or visualization work in JavaScript.
• Coursework or project experience with Large Language Models and agentic AI tooling (LangChain, RAG, vector databases).
• Exposure to third-party risk models such as BarraOne or Axioma.
• Progress toward the CFA designation.

Personal attributes

• Ability to prioritize work and allocate time efficiently to maximize impact.
• Strong interpersonal and partnership skills, with clear written and verb