Collateral Management and Portfolio Optimization Analyst

4 weeks ago


Madison, Wisconsin, United States State of Wisconsin Investment Board Full time

About the Role

The State of Wisconsin Investment Board is seeking a highly skilled Collateral Management and Portfolio Optimization Analyst to join our Asset & Risk Allocation division.

As a key member of our team, you will be responsible for building a centralized portfolio-finance and collateral-management function at the Fund level, including optimizing collateral use across the agency, delivering efficient financing solutions, allocating and tracking collateral use centrally, and centralizing liquidity management.

This role offers a unique opportunity to learn and contribute to all facets of the asset allocation investment process, with a focus on quantitative evaluation of investment risks, opportunities and factor premium analysis.

Key Responsibilities

  • Active monitoring of securities borrowing, securities lending, and repo finance relationships and activities to ensure that SWIB is receiving optimized rates.
  • Daily instructions to move positions to optimize lending and borrowing.
  • Monitoring of lending and borrowing relationships for counterparty risk and collateral sufficiency
  • Collateral sufficiency oversight
  • Reporting and transparency within ARA and the rest of SWIB

Requirements

  • 5 years of experience with any of the following: Repo, Stock borrow/loan, Prime Brokerage, or Swaps
  • Experience with XLS, SQL, Power BI
  • Comfort in building processes as the role expands.
  • Strong work ethic and attention to detail
  • High service orientation with a collaborative, cooperative attitude
  • The ability to innovate, multi-task, and work both independently and as part of a team
  • Exceptional logical reasoning and analytical skills

What We Offer

  • Competitive total cash compensation, based on AON (formerly McLagan) industry benchmarks
  • Comprehensive benefits package
  • Educational and training opportunities
  • Tuition reimbursement
  • Challenging work in a professional environment
  • Hybrid work environment

The position requires U.S. work authorization. Pursuant to our Hybrid Remote Work Policy, all staff have the flexibility to work remotely but are required to have a weekly presence in our offices, the frequency of which is dependent on their distance from office.

Staff are not required to reside locally; however, we offer relocation reimbursement to the Dane County area per our policy.

All SWIB employees are subject to SWIB's Ethics Policy and Personal Trade Approvals Policy. These policies include restrictions on outside business activities and employment and have limits on personal trading.



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