Risk Analyst

Your Role

Facilitate Portfolio Risk measurement, quantitative analysis and reporting to drive transparency across the organization and support Risk team s mission of helping Invesco better understand investment risk.

• You Will Be Responsible For:

• Risk:

  Provide comprehensive and high-quality portfolio risk measurement, quantitative analysis and reporting: Value-at-Risk, Stress-Testing, Liquidity Counter party risk.

• Project management:

  Be able to independently execute risk related projects in coordination with various cross teams.

• Monitoring:

  Design dashboards and monitor limits for Multi asset class suite of portfolios.

• Data management:

  Help building a strong, integrated risk management infrastructure by gathering/mapping/modelling data and resolving data errors.

• Process efficiency:

  Improve efficiency and effectiveness of global operating processes by designing custom computer programs/macros/queries.
• Support junior team members in research / quantitative / qualitative analysis of portfolios.

The Experience You Bring:

• Hands on knowledge of SQL database queries,advanced excel functions and VBA.
• Working knowledge of at least 1 programming languages; Python or R is an advantage but not mandatory.
• Knowledge of systems such as MSCI RiskMetrics, Barra, Bloomberg etc would be a great plus.
• Sound understanding of risk measurement techniques such as VaR, Sensitivity, Stress testing and Tracking Error etc.
• Expert understanding of various financial instruments and its pricing methodology. Equity, bonds and derivatives.
• Sound knowledge of econometrics and factor models

Academic Requirements

• Bachelors/Masters in quantitative subject such as Finance, Statistics, Financial Engineering, Computer Science.
• CFA, FRM certifications.