Senior Analyst

State of Wisconsin - Madison, WI

Full-time - Mid Level

Remote - Madison, WI

About the position

The Senior Analyst at the State of Wisconsin Investment Board is responsible for researching and developing valuation models for various asset classes, markets, and currencies. This role involves conducting quantitative analysis to assess current economic and capital market conditions, formulating economic outlooks, and developing strategies for exposure management. The analyst will also manage datasets that support investment decisions and risk management processes, while coding and validating new models.

Responsibilities

• Research and develop valuation models for asset classes, markets, and currencies.
• Conduct quantitative analysis and assess current economic and capital market conditions.
• Formulate near-term and long-term economic and capital market outlooks.
• Develop macro-driven asset class, market, and currency position strategies for exposure management.
• Identify, onboard, and manage new datasets that support investment decisions and risk management processes.
• Code, test, validate, document, and run monitoring processes for new models.
• Provide analysis in key areas including risk monitoring, risk management, and risk/return optimizations for ARA strategies.
• Conceptualize relative valuation strategies and continuously improve mathematical models.
• Translate mathematical models into code.

Requirements

• Master's degree in Economics, Finance, or a related field.
• Three years of experience as a financial quantitative analyst, risk analyst, or related occupation.
• Experience with financial and economic statistical modeling, including time-series analysis.
• Experience with macroeconomic indicators, equity, fixed income, and FX modeling in financial institutions.
• Experience using econometric and statistical techniques to assess validity, reliability, and appropriateness of models.
• Experience identifying deficiencies in model methodologies.
• Proficiency in at least one programming language, including MATLAB or Python.

Benefits

• Telecommuting up to 2 days per week.