Risk Analyst

3 weeks ago


Hyderabad, Telangana, India Invesco Full time
Job Description

Your Role

Facilitate Portfolio Risk measurement, quantitative analysis and reporting to drive transparency across the organization and support Risk team s mission of helping Invesco better understand investment risk.

- You Will Be Responsible For:
- Risk:Provide comprehensive and high-quality portfolio risk measurement, quantitative analysis and reporting: Value-at-Risk, Stress-Testing, Liquidity Counter party risk.
- Project management:Be able to independently execute risk related projects in coordination with various cross teams.
- Monitoring:Design dashboards and monitor limits for Multi asset class suite of portfolios.
- Data management:Help building a strong, integrated risk management infrastructure by gathering/mapping/modelling data and resolving data errors.
- Process efficiency:Improve efficiency and effectiveness of global operating processes by designing custom computer programs/macros/queries.
- Support junior team members in research / quantitative / qualitative analysis of portfolios.

The Experience You Bring:

- Hands on knowledge of SQL database queries,advanced excel functions and VBA.
- Working knowledge of at least 1 programming languages; Python or R is an advantage but not mandatory.
- Knowledge of systems such as MSCI RiskMetrics, Barra, Bloomberg etc would be a great plus.
- Sound understanding of risk measurement techniques such as VaR, Sensitivity, Stress testing and Tracking Error etc.
- Expert understanding of various financial instruments and its pricing methodology. Equity, bonds and derivatives.
- Sound knowledge of econometrics and factor models

Academic Requirements

- Bachelors/Masters in quantitative subject such as Finance, Statistics, Financial Engineering, Computer Science.
- CFA, FRM certifications.

Spotlight

- Cafeteria, Office gym, Office cab/shuttle, Recreational activities, Professional degree assistance, Health insurance
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