Job Description :
The Risk Measurement Team owns and manages a global portfolio risk data platform (MSCI RiskMetrics) that provides ex-ante market risk measurement, stress-testing and liquidity risk data to a plethora of stakeholders (Investment Risk Management, Risk Oversight, Product Development, Legal and Compliance, Client Reporting). Risk Measurement is a 2nd line of defence function owning the ex-ante market and liquidity risk models for Regulatory Risk.
Job Title : Junior Risk Analyst
Job Type : Full Time
Location : Hyderabad
Experience : Fresher – 2 Years
Role and Responsibility :
Under the guidance of the APAC Risk Measurement TL contribute to build and maintain an integrated risk measurement infrastructure that reflects the Global 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, analyze and report market risk, liquidity risk, leverage across global 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 expert level understanding of the markets in general and potential impact on portfolio risk.
Ensure all activities are in line with Invesco’s Conduct principles.
Education and Skills :
0-2 years of experience in Marker Risk
Understanding of risk models and statistics such as VaR, Volatility, Tracking Error etc.
Basic understanding of MSCI Risk Metrics tool.
Sound understanding of financial instruments at theoretical level incl. pricing methodologies for derivatives.
Working knowledge of at least one programming languages like SQL, Python, etc
Knowledge of risk systems such BarraOne, Blackrock Aladdin, Axioma would be a plus.
MBA, MS, B.Tech
CFA / FRM / CQF certification