Portfolio Risk Analyst

As one of the world’s leading asset managers, Invesco is dedicated to helping investors worldwide achieve their financial objectives. 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, smart colleagues, and a global employer with a social conscience, come explore your potential at Invesco. Make a difference every day!

Job Description

The Risk Analyst provides support for Investment’s Risk mission through risk analysis and reporting on market and liquidity risk. The Analyst role ensure regulatory and contractually driven portfolio risk reporting and monitoring.

Your Role

• Monitor, analyze and report market risk (VaR, Stress testing, backtesting), liquidity risk, leverage ratio under the SEC liquidity and derivatives rules.
• Prepare reports for the US governance bodies in terms of the SEC liquidity and derivatives rules as determined by Invesco.
• Collaborate with Heads of Portfolio Risk (Equity, Fixed Income, Alternatives) to build/implement/enhance the market and liquidity risk programs.
• Design custom computer programs/macros, as needed, to facilitate portfolio risk analysis.
• Provide custom analysis to support the investment risk oversight process.
• Build and maintain good knowledge of products, investment processes, trading strategies.
• Develop understanding of the markets in general and potential impact on portfolio risk.
• Enhance knowledgebase of risk measurement methodologies with respect to market risk, liquidity risk, leverage.
• Be able to represent the Risk Measurement team in relation to internal and external stakeholders including clients.

Experience / Knowledge:

• 1-3 years of experience.
• Good SQL/Python knowledge.
• Knowledge of the liquidity and market risk concepts (VaR, stress testing, backtesting, assets’ liquidity).
• Good understanding of instruments’ valuation/pricing, in particular in the Fixed Income & Derivatives space.
• Research capability.
• Hands-on experience with third-party risk systems (MSCI RiskMetrics, MSCI BarraOne, Axioma, Bloomberg Port etc) desirable.
• Basic fund accounting experience desirable.

Formal Education:

• Master’s degree in quantitative subjects such as Statistics, Economics, Financial Engineering, Computer Science. MBA (Finance) desirable.

License/registration/Certification:

• CFA, FRM/PRM desirable

Skills/Competencies:

• Good time management, able to work under pressure.
• Excellent problem-solving capability.
• Excellent verbal and written communication skills.
• Ability to conduct complex analysis and present data in a meaningful way.
• Strong organizational skills and detail orientation.
• Open minded, flexible, and willing to listen for other people’s opinions.

Full Time / Part Time

Worker Type

Job Exempt (Yes / No)

Workplace Model

At Invesco, our workplace model supports our culture and meets the needs of our clients while providing flexibility our employees value. As a full-time employee, compliance with the workplace policy means working with your direct manager to create a schedule where you will work in your designated office at least three days a week, with two days working outside an Invesco office. 

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.