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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.
Source: Invesco’s Career Page
