SWIB is seeking a Quantitative Analyst to play a critical role on its Quantitative & Risk Analysis Team. The incumbent will provide quantitative analysis for ongoing projects and reports with a focus on risk management areas including risk and performance attribution.
Assist in employing quantitative methods to assess attractiveness of investments
Provides analysis in key areas including risk monitoring, risk management, and risk/return optimizations
Provides monitoring and potential investment solutions to the assessment of absolute and/or relative risk
Provides ex-ante and ex-post risk and return attribution analysis at various levels in the investment structure
Analyzes approaches to solving investment problems, quantifying results, and recommending practical implementation approaches
Works collaboratively across a number of functional areas within SWIB
Works with and understands external vendors' risk applications and methodologies
Participate in the evaluation and implementation of fund-level, portfolio level, and asset-specific risk management systems such as value-at-risk measurement, aggregate exposure measurement and credit concentration monitoring
With approximately $100 billion in assets under management, the STATE OF WISCONSIN INVESTMENT BOARD (SWIB) is among the world’s largest institutional investors. Using a range of investment strategies across a spectrum of global fixed income, equity, and private market asset classes, SWIB’s Core Fund has commonly beaten its benchmarks in the one, five, and ten year time horizons with a combination of active portfolio management and allocation of assets to external managers.