Employer: Invesco EMEA
Location: Henley-on-Thames, Oxfordshire, United Kingdom
Salary: Competitive
Closing date: 11 Nov 2024
Sector: Banking and Financial Services
Role: Senior Executive
Contract Type: Permanent
Hours: Full Time
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 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 of SQL, Python 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.
Full Time / Part Time
Full time
Worker Type
Employee
Job Exempt (Yes / No)
Yes
Workplace Model
At Invesco, our workplace model supports our culture and meets the needs of our clients while providing flexibility our employees value.
Our Commitment to the Community
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.
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.
Regulatory
This position may fall in-scope of one or multiple regimes/directives.
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