Senior Portfolio Risk Analyst

Aug 31, 2018
Sep 30, 2018
Job Function
Risk Management
Industry Sector
Asset Management
Employment Type
Full Time

Invesco is a leading global asset management firm with more than $937B* in assets under management. We provide our retail and institutional clients a diverse and comprehensive range of investment capabilities to help people get more out of life. Invesco is publicly traded on the New York Stock Exchange (IVZ) and has about 7,000 employees in over 20 countries.
(*As of December 31, 2017)

Job Purpose (Job Summary):
Expert support for GPMR’s mission through risk analysis and reporting on market risk, liquidity risk, counterparty/issuer risk.

Key Responsibilities / Duties:
* Monitor, analyze and report market risk, liquidity risk, leverage ratio, counterparty/issuer concentration risk.
* Under guidance from the Head of Risk Measurement, collaborate with Head’s of Portfolio Risk (Equity , Fixed Income, Alternatives) to build/implement/enhance market and liquidity risk program
* Design custom computer programs/macros, as needed, to facilitate portfolio risk analysis
* Provide custom analysis to support GPMR’s risk oversight process
* Build and maintain good knowledge of products, investment processes, trading strategies, market characteristics
* 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, counterparty/issuer risk
* Be able to represent the Risk Measurement team in relation to internal and external stakeholders including clients

Work Experience / Knowledge:

* 4-6 years direct market experience
* Good knowledge in Access Database/SQL and Excel VB
* Project management experience
* Management experience desirable
* Good knowledge of Bloomberg essential
* Factset, Northfield/Riskmetrics/APT/BARRA desirable
* Fund accounting experience desirable
* Excellent understanding of risk measurement methodologies
* Expert knowledge of the market and liquidity risk monitoring concepts; instrument type and the its associated liquidity level
* Research capability

Skills / Other Personal Attributes Required:
* Effectively operate in a team-oriented and collaborative environment
* Highly motivated/self-starter
* 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.
* Interpersonal skills necessary to effectively communicate over the phone with a variety of individuals at all technical levels are required.

* Passion for excellence through strong execution.
* Collaborates and builds trusting relationships.
* Communicates effectively and respectfully.
* Promotes innovation and continuous improvement.
* Thinks ahead and makes fact based decisions.

Formal Education: (minimum requirement to perform job duties)
* Master’s degree in quantitative subject such as Statistics, Economics, Financial Engineering, Computer Science. MBA (Finance) desirable

License/Registration/Certification: (minimum requirement to perform job duties)
* CFA, FRM/PRM or progress towards

Working Conditions:
* Normal office environment with little exposure to noise, dust and temperatures.
* The ability to lift, carry or otherwise move objects of up to 10 pounds is also necessary.
* Normally works a regular schedule of hours, however hours may vary depending upon the project or assignment.
* Hours may include evenings and/or weekends and may include 24 hour a day on call support by pager and/or cell phone.

FLSA (US Only): Exempt
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.