The Senior Fixed Income Risk Analyst position is an integral role within Invesco’s independent Investment Risk team. The senior risk analyst will ensure compliance with established risk policy as well as assist in identifying, measuring, monitoring and mitigate risks impacting portfolios managed by the firm’s Fixed Income business.
You will be responsible for:
- Monitor and ensure portfolios conform to established and approved risk policy. Partner with investment teams to ensure compliance with approved risk limit frameworks.
- Perform risk analysis on portfolios and their benchmarks, reporting on market, liquidity and concentration risk.
- Be able to accurately evaluate risks under both normal and stressed market conditions through the use of both vendor and proprietary tools
- Deliver written memos and presentations to committees and fund boards. Present portfolio risk and performance analysis to senior leaders across the firm.
- Have strong programming skills to enable problem solving, development of solutions that can be scaled across numerous portfolios,
- the development of proprietary risk measurement approaches and mitigation strategies.
- Collaborate with investment teams in monitoring and managing portfolio risk. Provide risk analytic insight that enhances the investment process.
- Contribute to the development of new products and investment solutions for clients by collaborating with the investment and business development teams.
- Maintain excellent knowledge of fixed income investments, investment processes, trading strategies, market characteristics and knowledge of regulatory environment.
- Involvement in or ownership of special projects as determined by management
The experience you bring:
- Approximately 5-7 years of relevant investment risk management experience.
- Master’s degree in a quantitative field such as quantitative finance, statistics, applied mathematics, operations research, engineering, or computer science. CFA, FRM/PRM and/or MBA (Finance) are desirable
- Fixed Income risk experience at a buy-side asset management firm.
- Excellent understanding of fixed income financial instruments including derivatives and a familiarity with international markets.
- Excellent understanding of risk models and methodologies. Experience with one or more of the following systems desirable: BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT
- Knowledge of Python, R, SQL as well as Power BI or Tableau
- A passion for risk management and a proven interest in financial markets through work experience and outside activities
- Strong statistical programming and data analysis skills
- Excellent communicator with the ability to explain sophisticated ideas clearly and expertly to non-technical/non-quantitative audiences
- Intellectually curious with a dedication to continuous learning
What’s in it for you?
Our people are at the very core of our success. Invesco employees get more out of life through our comprehensive compensation and benefit offerings including:
- Flexible time off and opportunities for a flexible work schedule
- 401(K) matching of 100% up to the first 6% with additional supplemental contribution
- Health & wellbeing benefits
- Parental Leave benefits
- Employee stock purchase plan
The above information on this description has been designed to indicate the general nature and level of work performed by employees within this role. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job. The job holder may be required to perform other duties as deemed appropriate by their manager from time to time.
Invesco's culture of inclusivity and its commitment to diversity in the workplace are demonstrated through our people practices. We are proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, creed, color, religion, sex, gender, gender identity, sexual orientation, marital status, national origin, citizenship status, disability, age, or veteran status. Our equal opportunity employment efforts comply with all applicable U.S. state and federal laws governing non-discrimination in employment.