Risk Analyst


Company:: Invesco USA
Location:: Houston, TX
Job Type:: Full Time
Category:: Asset Management

Yrs of Exp:: 7+ to 10 years
Posted:: 2/10/2013

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Job Description

Responsibilities:

1 Monitor adherence to process/mandate and client expectations as directed for specific portfolios

2 Perform risk analysis on portfolios as well as benchmarks, reporting on market, liquidity and concentration risk. Typical measures will include forecast tracking error, downside risk and Value-at-risk (incl. back-testing and stress-testing)

3 Decompose and explain forecasted portfolio risk at granular level

4 Conduct custom analysis to support the risk oversight process for the relevant portfolios

5 Design custom computer programs/macros, as needed, to facilitate portfolio analysis and direct junior risk staff on implementing such design

6 Design/develop/improve existing quantitative models/tools to help monitor and manage risk as well as explain performance.

7 Build and maintain excellent knowledge of products, investment processes, trading strategies, market characteristics and good knowledge of regulatory requirements/environment

8 May work independently on complex risk related projects (e.g. market risk, credit risk)

9 May conduct and/or direct junior staff on performance attribution analysis using multiple attribution models to assess portfolio manager skills

10 May conduct and/or direct junior members on research/quantitative/qualitative analysis of portfolios

11 Partner with the Portfolio Analytics Staff to deliver tools to facilitate risk understanding across the department.

Experience:

• Proficiency in Access Database/SQL and Excel VB and/or various programming languages is desirable

• Experience in statistical software or Matlab

• Knowledge of analytic systems such asFactset, Northfield/BARRA/StatPro Risk Management (SRM), Bloomberg, Data Stream

• 7 years financial industry experience with 5 years investment, portfolio or risk analysis experience are desirable

Knowledge:

• Excellent understanding of financial markets and instruments

• Excellent understanding of option pricing model

• Excellent understanding of risk models/methodologies

• Independent research capability

Qualifications:

• Masters degree in quantitative subject such as Statistics, Financial Engineering, Computer Science and Economics

• At least one of CFA, FRM/PRM and/or MBA (Finance)

Other Personal Attributes Required:

• Effectively operate in a team-oriented and collaborative environment

• Highly motivated/self-starters

• Good time management and be able to work under pressure

• Good written and oral communication skills

• Attention to details

• Excellent problem solving capability

• Able to adeptly field in-depth investment-related questions regarding a broad range of quantitative topics

• Good project management skills

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