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
Challenging work in a professional, team environment
The position requires U.S. work authorization and residency in, or willingness to relocate to, the Madison, Wisconsin area. SWIB is prepared to offer relocation assistance as needed.
Deadline to apply is August 8, 2017. Resumes will be accepted after that date if the position has not been filled.
The ideal candidate will have:
2-5 years’ experience working in quantitative finance, applied in an investment process with an institutional investor
High-level math skills including calculus, factor modeling, etc.
CFA and/or FRM or other appropriate professional investment designation or progress towards appropriate designation
Progress towards a Master's degree preferred
Advanced analytical and quantitative skills
Advanced Excel and programming skills
Creativity and a willingness to seek and present new ideas
Excellent verbal and written communication skills
An ability to be adaptive and thrive in a fast-paced, changing environment
Superb work ethic, attention to detail, team orientation, and commitment to excellence
Additional Salary Information: Competitive
About State of Wisconsin Investment Board
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.
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