Quantitative Analyst

Quantitative Analyst
Jul 24, 2017
Aug 23, 2017
Job Function
Industry Sector
Finance - General, Government
Employment Type
Full Time

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.


Essential activities:

  • 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 risks
  • 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
  • Participates 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

The ideal candidate will have:

  • Bachelor’s Degree
  • 2+ 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
  • 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

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