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Senior Analyst
INVESCO Asset Management
New York, NY, United States
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Description
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):
Supports Investment Risk oversight by providing independent measurement and analysis of portfolio performance, activity, risk and stress testing along with leadership in design of reports and on analytical projects. Partner with Alternative Investments Portfolio Management teams, the Sr. Portfolio Risk Analyst advises on risks in the portfolios in terms of market dynamics, asset classes, security types, factors, liquidity and counterparty risks, among others. As an experienced member of the risk team, the individual should also be ready to communicate with PMs/CIOs/Senior Management and Clients.
Key Responsibilities / Duties:
• Monitor adherence to process/mandate and client expectations as directed for specific portfolios
• Perform risk analysis on portfolios as well as benchmarks, including market, liquidity and counterparty risk. Typical measures will include volatility, Value-at-risk and Expected Shortfall (as well as back-testing and stress-testing)
• Decompose and explain forecasted portfolio risk at granular level
• Conduct custom analysis to support the risk oversight process for the relevant portfolios
• Design custom computer programs to facilitate portfolio analysis and implement such design
• Design/improve quantitative models/tools to help monitor and manage risk as well as explain performance
• Build and maintain excellent knowledge of products, investment processes, trading strategies, market characteristics and good knowledge of regulatory requirements/environment
• May work independently on complex risk related projects
• May conduct research and quantitative/qualitative analysis of portfolios
Qualifications
Work Experience / Knowledge:
• Seven to ten years of experience in the financial industry (min 3 years investment analysis with an asset management firm)
• Keen understanding of markets and instruments, understanding of asset management business, and a proactive attitude
Skills / Other Personal Attributes Required:
• Strong research capabilities and communication skills to translate quantitative data into meaningful interpretation
• Strong understanding of analytic systems (such as Barra, RiskMetrics, Factset, Bloomberg)
• Proficiency in programming languages and statistical analysis
Formal Education:(minimum requirement to perform job duties)
• A Master’s degree in a quantitative subject (such as Financial Engineering, Operations Research, Statistics)
License/Registration/Certification:(minimum requirement to perform job duties)
• MBA, CFA, FRM/PRM, CAIA certifications also desired
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.