Senior Risk Analyst - BFSI

Senior Risk Analyst - BFSI

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 efficiency: 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:

- Good expertise in Risk analytics domain.

- Hands on knowledge of SQL database queries, advanced excel functions and VBA.

- Working knowledge of atleast 1 programming languages; Python or R is an advantage but not mandatory.

- Knowledge of systems such as MSCI Risk Metrics, Barra, Bloomberg etc would be a great plus.

- Sound understanding of risk measurement techniques such as VaR, Snesitivities, 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.

Qualifications - External

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