Portfolio Risk Analyst

  • Not Specified
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Invesco
  • 09 Jul 18 2018-07-09

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

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):
The Portfolio Risk Analyst will join GPMR-Alternative Investments Risk team and will be instrumental in assessing and communicating investment risks across Alternative Investments Funds. Analyst will also process and analyze various data used and/or presented by GPMR or Investment teams that GPMR supports. In terms of Investment team support, the analyst will focus on a set of investment strategies and communicate risks to investment teams on both a regular and ad-hoc basis.

Key Responsibilities / Duties:

  • Interpret and effectively communicate investment risks across Alternative Investments Funds
  • Utilize / enhance tools for risk data across Alternative Investments Funds
  • Support and validate investment teams processes through Portfolio Construction / Optimization
  • Ability to handle multiple ad-hoc assignments (testing model portfolios pre-launch; portfolio construction / optimization exercises; build business cases for added IT support)
  • Other duties as assign

Work Experience / Knowledge:

  • Experience in Risk Forecasting, Stress Testing and Portfolio Construction / Optimization applied to multi-asset portfolios with heavy OTC Derivatives exposure.
  • 3+ years of experience working with intricate financial data sets and using technology to analyze and present information effectively.
  • 3+ years of experience demonstrating strong quantitative financial aptitude with ability to understand and interpret output from sophisticated risk models.
  • 3+ years of programming skills (VBA, R)
  • Experience with Bloomberg required.
  • 3+ years of advanced computer skills in MS Office Suite.

Formal Education: (minimum requirement to perform job duties)

  • Masters Degree in a quantitative discipline (e.g., Statistics, Engineering, Computational Finance)

License/Registration/Certification: (minimum requirement to perform job duties)

  • Progress towards CFA and FRM a plus

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.