Portfolio Risk Analyst
- Invesco Asset
- 2 - 5 Years
- Hyderabad
- 4 years ago
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Job Description
Job Purpose (Job Summary): 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.
Key Responsibilities / Duties:
- 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 effeciency: Improve efficiency and effectiveness of global operating processes by designing custom computer programs/macros/queries.
- Support senior team members in research/quantitative/qualitative analysis of portfolios.
Work Experience/Knowledge:
- 2-5 yrs experice in Risk analytics domain.
- Hands on knowledge of SQLdatabase queries, advanced excel functions and VBA.
- Working knowledge of atleast 1 programming languages Python or R.
- Knowledge of systems such as MSCI RiskMetrics and BarraOne would be a great plus.
- Sound understanding of risk measurement techniques such as VaR, Sensitivities, 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
Formal Education:
- Bachelors/Masters in quantitative subject such as Finance, Statistics, Financial Engineering, Computer Science.
License/Registration/Certification:
CFA, FRM candidates or MBA (Finance) is desirable but not mandatory.
Skills/Competencies/Attributes:
- Effectively operate in a team-oriented and collaborative environment
- Highly motivated/self-starter
- Research capability
- 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.
Employement Category:
Employement Type: Full timeIndustry: Banking
Functional Area: Banking
Role Category: Risk Management
Role/Responsibilies: Portfolio Risk Analyst
Contact Details:
Company: Invesco AssetLocation(s): Hyderabad
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