Portfolio Analyst – Performance Attribution

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

Duties:

• Responsible for the creation, interpretation, and in­ depth analysis of performance attribution results for Invesco’s global fixed income products (including ETFs, retail, and institutional accounts).
• Build an in-depth understanding of the intricacies and management philosophy of the Invesco products assigned.
• Develop a fundamental understanding of the fixed income attribution and risk models used by the Global Performance Measurement and Risk group.
• Communicate with all levels of business across Invesco to assess their analytical and attribution needs and utilize this feedback to create solutions.
• Assist with the identification, design, development, and implementation of new and existing analytical tools to improve the ability to explain performance attribution and characteristics of portfolios.
• Assess the scope any given request or problem, manage the flow of information surrounding the item, and ensure proper resolution.
• Utilize quantitative tools to support ad-hoc requests.
• Assist in the reporting and analysis of portfolio and benchmark characteristics (including top holdings, sector/country breakdowns, growth/valuation metrics, etc.).
• Assist in the oversight and daily maintenance of portfolio analytics and attribution systems.
• Support the needs of the Performance Measurement & Risk Group as well as additional analytics and attribution stakeholders across the organization (Investments, Product Management, Marketing, etc.).
• Apply a basic understanding of market standard attribution models and analytical calculations and methodologies around fixed income performance or risk attribution.
• Apply experience with Python and data visualization tools to build and support models and reports.

Requirements:

• Bachelor’s degree in Mathematics, Finance, Risk Management, or related quantitative field plus 3 years of experience in Portfolio or Risk Analyst positions performing/utilizing the following:
  • Working with derivatives and understanding the performance & risk drivers, including Swaps, and Options
  • Portfolio analytics and/or performance measurement
  • Risk decomposition
  • Fixed income including derivative instruments
  • Quantitative finance modeling
  • Coding languages in Python and R
  • Project Management
  • Explaining and presenting complex quantitative concepts to stakeholders
  • Machine learning techniques, including Linear Regression and the underlying assumptions
  • SQL, SAS
  • Excel VBA
  • Data visualization tools, including Power BI and Tableau
  • Working with large datasets

• In the alternative, employer will accept a Master’s degree in Mathematics, Finance, Risk Management, or related quantitative field plus 1 year of experience in Portfolio or Risk Analyst positions performing the aforementioned.

• Must have passed at least one exam level towards FRM or CFA designation.

• Position may be eligible to work hybrid/remotely but is based out of and reports to Invesco offices in Atlanta, GA.  Must be available to travel to Atlanta, GA regularly for meetings and reviews with manager and project teams within 24-hours’ notice. 

Apply online or email resume to: Niamh McNamee, Global Mobility Specialist, Niamh.McNamee@invesco.com

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. As a full-time employee, compliance with the workplace policy means working with your direct manager to create a schedule where you will work in your designated office at least three days a week, with two days working outside an Invesco office. 

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 paid time off

• Hybrid work schedule 

• 401(K) matching of 100% up to the first 6% with a discretionary 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.