Senior Portfolio Risk Analyst (Risk Measurement)

As one of the world’s leading asset managers, Invesco is dedicated to helping investors worldwide achieve their financial objectives. By delivering the combined power of our distinctive investment management capabilities, we provide a wide range of investment strategies and vehicles to our clients around the world.

If you're looking for challenging work, smart colleagues, and a global employer with a social conscience, come explore your potential at Invesco. Make a difference every day!

Job Description

We have an outstanding benefits package which includes:

• Company-provided healthcare

• A competitive annual leave allowance

• Flexible working options, including hybrid working arrangements

• Generous pension provisions

• Income protection

• Health and wellness benefits

• Volunteering days

• Enhanced parental leave

• Life insurance

Your role

We are looking for our next Senior Portfolio Risk Analyst to join our Global Performance Measurement Risk’s (GPMR) team based in Henley-on-Thames!

With your strong MSCI RiskMetrics and knowledge of VaR models, you'll support all internal partners (Independent Risk Function, Product, Marketing and Investment Teams) through in-depth market and liquidity risk analysis and reporting. In addition, you'll perform risk monitoring and reporting in line with European regulatory requirements or contractual guidelines.

What we are we looking for:

• Contribute to build and maintain a coordinated risk measurement infrastructure that reflects the EMEA risk monitoring needs

• Ensure risk measurement capabilities and outputs are continuously improved and adjusted based on the evolution of the regulatory, statutory, or corporate portfolio risk measurement requirements.

• Monitor, analyse and report market risk, liquidity risk, leverage across all EMEA funds

• Provide comprehensive and high-quality portfolio risk measurement, analysis, and reporting

• Collaborate with the global Risk Measurement teams as well as the other Investment Risk functions to improve the efficiency and effectiveness of the global platform

• Provide expert support to all stakeholders in research/quantitative/qualitative analysis of portfolios

• Provide expertise in terms of local products, investment processes, trading strategies, market characteristics

• Develop sophisticated level understanding of the markets in general and potential impact on portfolio risk

What you can bring:

• Expert-level understanding of risk models and statistics (VaR, Volatility, Tracking Error etc.) and of liquidity risk models (MSCI Liquidity Metrics in particular)

• Strong understanding of financial instruments at theoretical level incl. pricing methodologies for derivatives

• In-depth knowledge of MSCI RiskMetrics and good Bloomberg knowledge is required

• Knowledge SQL, Phyton and VBA is a must

• Know-how of BarraOne, Blackrock Aladdin, Axioma would be a plus.

• Optimally operate in a global team-oriented and collaborative environment

• High 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 organisational 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

• Degree or equivalent experience in Quantitative subject such as Statistics, Economics, Financial Engineering, Computer Science

• CFA, FRM or CQF would be a plus.

Disability Confident Scheme

Applicants who opt in to the Disability Confident Scheme and meet the ‘minimum criteria’ for the role will be offered an interview. We are committed to providing an inclusive recruitment process for all candidates who make an application. By opting-in to this scheme, applicants will be disclosing that they have a disability solely for the purpose of the Disability Confident Scheme.

The Disability Confident Scheme only guarantees an interview – it does not automatically mean that applicants interviewed will gain employment with Invesco at that time.

To apply through the Disability Confident Scheme, you’ll need to firstly ensure you have applied for the role via our external careers page. Following this, you’ll need to email us at [email protected] confirming your wish to opt-in, alongside your contact details and the title of the role you wish to apply for.

Full Time / Part Time

Full time

Worker Type

Employee

Job Exempt (Yes / No)

YesWorkplace Model

At Invesco, our workplace model supports our culture and meets the needs of our clients while providing flexibility our employees value. As a full-time employee, compliance with the workplace policy means working with your direct manager to create a schedule where you will work in your designated office at least three days a week, with two days working outside an Invesco office. 

If this sounds like you, we’d love to hear from you! We want all of our candidates to shine during the application and selection process, so if you need any adjustments to be made, please send an e-mail to [email protected]. Please include your name, the job you are interested in, and the type of adjustment you need (for example; breaks during your interview, remote interviews, additional time for assessments or other required adjustments)

We promote a working environment that welcomes everyone and creates inclusive teams, celebrates difference and encourages everyone to be themselves at work.

Our commitment to the community and environmental, social and governance investing:
We partner with charitable organisations globally to make an impact in the communities where we live and work. Our people are encouraged to support the charities they feel most passionate about. We are also committed to environmental, social and governance (ESG) investing. We serve our clients in this space as a trusted partner both on specific responsible investment product strategies as well as part of our commitment to deliver a superior investment experience. 

Recruitment Agencies: 
Invesco has an in-house recruitment team, which focuses on sourcing great candidates directly. Invesco will not accept unsolicited resumes from agency or search firm recruiters. Fees will not be paid in the event a candidate submitted by a recruiter without an agreement in place is hired. When we do use agencies, we have a PSL in place, so please do not contact hiring managers directly.

Regulatory:
This position may fall in-scope of one or multiple regimes/directives.