Job Description

As one of the worlds leading asset managers, we are solely dedicated to delivering an investment experience that helps people get more out of life. If you're looking for challenging work, smart colleagues, and a global employer with a social conscience, explore your potential at Invesco

The Department

Risk Measurement is a global function that enables Invescos overall investment risk effort by owning and operating a best of breed multi-asset market and liquidity risk measurement platform. The global risk platform meets both current and proposed regulatory and risk management needs in future proofing our business while delivering much needed infrastructure and risk capabilities to fuel growth opportunities globally.

Your Role

Lead Portfolio Risk measurement, analysis and reporting in North America to drive transparency across the organization and support Investment Risks mission of helping Invesco better understand investment risk. Responsible with all Risk Measurement activities for North America.

You will be responsible for:

* Own all aspects of the risk measurement under the SEC Liquidity Rule 22e-4 and coordinate with the other business partners (Compliance, Technology, Pricing, Trading, Product Development) to ensure the daily BAU of the liquidity risk monitoring (boards, regulators)
* Own all aspects of the derivatives risk measurement under the SEC Derivatives Rule 18f-4and coordinate with the other stakeholders (Compliance, Technology, Pricing, Trading, Product Development) to ensure the daily BAU of the derivatives risk monitoring and the relevant reporting to governance bodies (boards, regulators)
* Provide leadership, guidance and support to the North America Risk Measurement team
* Build, maintain and manage a strong, integrated risk measurement infrastructure that reflects the North America risk monitoring needs
* Provide comprehensive and high -quality portfolio risk measurement, analysis and reporting
* 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
* 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 superior 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

The experience you bring:

* MSc in quantitative subject such as Statistics, Financial Engineering, Computer Science. CFA, FRM/PRM desired
* Strong SQL and Excel VB skills
* Good knowledge of systems such as MSCI RiskMetrics, Bloomberg, Blackrock Aladdin, would be a plus
* Knowledge of statistical programs (SPlus, R), would be a plus
* Expert-level understanding of risk measurement techniques such as VaR and Tracking Error etc.
* Strong understanding of liquidity risk
* Expert level understanding of financial instruments at theoretical level incl. pricing methodologies for derivatives
* Ability to motivate, guide and supervise a small team
* Effectively operate in a global team-oriented and collaborative environment
* Interpersonal skills necessary to effectively communicate over the phone with a variety of individuals at all technical levels are required

Whats 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.